+2,768.0%
HPQ vs GAP
+2,253.0%
+515.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | -0.5% | +1.7% | -2.2% | -0.9% |
| 30D | +3.7% | +9.3% | -5.6% | +1.3% |
| 3M | +24.3% | +6.1% | +18.2% | +22.0% |
| 6M | +64.8% | -2.3% | +67.0% | +63.0% |
| YTD | +43.9% | -10.6% | +54.5% | +44.7% |
| 1Y | +11.7% | -4.4% | +16.1% | +10.1% |
| 3Y | +19.7% | +118.3% | -98.6% | -10.1% |
| 5Y | +32.2% | +12.2% | +20.0% | +9.9% |
| 10Y | +198.9% | +33.7% | +165.2% | +107.0% |
| All | +2,768.0% | +2,253.0% | +515.0% | +547.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling