+53.6%
HPQ vs GEHC
+2.1%
+51.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.5% | +8.9% | +8.6% |
| 7D | +9.8% | -7.2% | +16.9% | +12.3% |
| 30D | +22.4% | -11.6% | +33.9% | +27.1% |
| 3M | +45.2% | -0.8% | +46.0% | +44.9% |
| 6M | +96.4% | -11.9% | +108.3% | +102.1% |
| YTD | +65.4% | -21.9% | +87.3% | +77.3% |
| 1Y | +31.6% | -17.8% | +49.4% | +38.1% |
| 3Y | +37.0% | -3.5% | +40.6% | +37.7% |
| All | +53.6% | +2.1% | +51.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling