+606.9%
GEV vs HPE
+228.4%
+378.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.2% | +3.4% | -0.3% |
| 7D | -1.9% | +1.4% | -3.3% | -2.8% |
| 30D | -8.7% | +1.5% | -10.2% | -9.7% |
| 3M | +6.6% | +21.7% | -15.1% | -2.9% |
| 6M | +10.2% | +164.2% | -153.9% | -34.2% |
| YTD | +41.6% | +132.1% | -90.4% | -10.1% |
| 1Y | +43.9% | +130.6% | -86.8% | -8.9% |
| All | +606.9% | +228.4% | +378.5% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 3y: compounded portfolio wealth divided by compounded HPE 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…
3y analysis · Full analysis span regression · 6 months rolling