+632.4%
GEV vs HPE
+269.3%
+363.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.4% | -8.8% | -1.5% |
| 7D | +1.6% | +19.4% | -17.8% | -6.0% |
| 30D | -7.9% | +5.6% | -13.6% | -10.5% |
| 3M | +5.6% | +33.1% | -27.4% | -7.5% |
| 6M | +13.1% | +192.5% | -179.4% | -35.3% |
| YTD | +46.7% | +160.9% | -114.2% | -11.5% |
| 1Y | +51.3% | +155.0% | -103.7% | -8.0% |
| All | +632.4% | +269.3% | +363.1% | +261.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling