+161.6%
HPQ vs GNRC
+2,082.9%
-1,921.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.9% | +5.5% | +7.7% |
| 7D | +9.8% | -0.2% | +9.9% | +9.8% |
| 30D | +22.4% | -15.7% | +38.1% | +27.4% |
| 3M | +45.2% | -27.3% | +72.5% | +55.5% |
| 6M | +96.4% | -12.1% | +108.5% | +97.8% |
| YTD | +65.4% | +37.1% | +28.3% | +45.9% |
| 1Y | +31.6% | -0.5% | +32.0% | +25.8% |
| 3Y | +37.0% | +61.5% | -24.5% | +12.0% |
| 5Y | +53.0% | -58.6% | +111.6% | +66.5% |
| 10Y | +257.2% | +446.3% | -189.0% | +95.1% |
| All | +161.6% | +2,082.9% | -1,921.3% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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