+78.6%
HPQ vs GH
+467.1%
-388.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.0% | +9.4% | +8.5% |
| 7D | +9.8% | -2.5% | +12.3% | +10.1% |
| 30D | +22.4% | -4.7% | +27.0% | +23.0% |
| 3M | +45.2% | +20.2% | +24.9% | +41.3% |
| 6M | +96.4% | +78.8% | +17.7% | +81.0% |
| YTD | +65.4% | +54.1% | +11.3% | +54.9% |
| 1Y | +31.6% | +177.1% | -145.5% | +13.4% |
| 3Y | +37.0% | +371.6% | -334.6% | +5.5% |
| 5Y | +53.0% | +21.9% | +31.1% | +32.3% |
| All | +78.6% | +467.1% | -388.5% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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