+238.8%
GLD vs HPE
+491.8%
-253.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.3% | +1.8% |
| 7D | +4.9% | -7.1% | +12.1% | +5.0% |
| 30D | -1.3% | -35.3% | +34.0% | -0.8% |
| 3M | -4.8% | -10.4% | +5.7% | -4.7% |
| 6M | -12.5% | +52.5% | -65.0% | -12.5% |
| YTD | -4.2% | +100.3% | -104.5% | -4.2% |
| 1Y | +3.0% | +106.4% | -103.3% | +3.1% |
| 3Y | +109.1% | +227.4% | -118.3% | +109.9% |
| 5Y | +121.6% | +250.6% | -129.0% | +122.7% |
| 10Y | +212.2% | +365.4% | -153.1% | +219.1% |
| All | +238.8% | +491.8% | -253.0% | +253.8% |
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