-8.1%
GLD vs HPE
+121.3%
-129.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -5.5% | +13.6% | -19.1% | -6.4% |
| 30D | -7.0% | -27.1% | +20.1% | -4.6% |
| 3M | -12.4% | -14.5% | +2.1% | -11.7% |
| 6M | -18.0% | +66.9% | -85.0% | -22.2% |
| YTD | -10.5% | +111.3% | -121.8% | -16.4% |
| 1Y | -8.1% | +117.5% | -125.5% | -14.5% |
| All | -8.1% | +121.3% | -129.4% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling