+55.4%
HPQ vs GH
+480.1%
-424.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.5% |
| 7D | -0.5% | -2.1% | +1.6% | -0.2% |
| 30D | +3.7% | -4.5% | +8.2% | +4.3% |
| 3M | +24.3% | +28.9% | -4.6% | +19.9% |
| 6M | +64.8% | +76.5% | -11.8% | +52.1% |
| YTD | +43.9% | +57.6% | -13.7% | +34.4% |
| 1Y | +11.7% | +167.5% | -155.9% | -3.3% |
| 3Y | +19.7% | +377.4% | -357.7% | -8.0% |
| 5Y | +32.2% | +23.8% | +8.4% | +14.1% |
| All | +55.4% | +480.1% | -424.7% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling