-16.0%
GLD vs HPE
+62.0%
-78.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.8% | -6.0% | -1.5% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -4.4% | -28.6% | +24.1% | -1.9% |
| 3M | -8.9% | -7.4% | -1.6% | -9.0% |
| 6M | -16.0% | +63.7% | -79.7% | -20.5% |
| All | -16.0% | +62.0% | -78.0% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling