+39.7%
HPQ vs GH
+24.1%
+15.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.8% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +9.7% | -2.6% | +12.4% | +10.0% |
| 3M | +32.7% | +25.1% | +7.6% | +28.7% |
| 6M | +77.7% | +78.5% | -0.8% | +64.3% |
| YTD | +51.0% | +59.4% | -8.4% | +41.2% |
| 1Y | +18.4% | +173.9% | -155.5% | +2.7% |
| 3Y | +25.6% | +382.7% | -357.2% | -2.7% |
| All | +39.7% | +24.1% | +15.5% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling