+138.9%
GLD vs HPE
+331.4%
-192.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.5% | -2.0% |
| 7D | +0.7% | +10.1% | -9.4% | +0.4% |
| 30D | +0.3% | +5.3% | -5.0% | +0.1% |
| 3M | +0.6% | +12.7% | -12.1% | 0.0% |
| 6M | -15.6% | +167.7% | -183.2% | -18.1% |
| YTD | +0.9% | +135.5% | -134.6% | -1.8% |
| 1Y | +19.4% | +143.4% | -124.0% | +16.1% |
| 3Y | +124.5% | +249.2% | -124.7% | +114.9% |
| 5Y | +138.9% | +343.8% | -204.9% | +126.2% |
| All | +138.9% | +331.4% | -192.4% | +126.2% |
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