+643.2%
GEV vs HPE
+233.2%
+409.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.7% | -4.6% | -0.1% |
| 7D | +8.1% | +10.1% | -2.0% | +3.7% |
| 30D | -1.9% | +5.3% | -7.2% | -4.3% |
| 3M | +4.1% | +12.7% | -8.6% | -1.9% |
| 6M | +23.2% | +167.7% | -144.5% | -26.7% |
| YTD | +48.9% | +135.5% | -86.6% | -5.9% |
| 1Y | +62.2% | +143.4% | -81.2% | +0.1% |
| All | +643.2% | +233.2% | +409.9% | +283.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling