+263.1%
GLD vs HPE
+545.6%
-282.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.6% | -0.8% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +4.4% | -2.3% | +6.7% | +4.4% |
| 3M | -1.1% | -2.9% | +1.8% | -1.2% |
| 6M | -13.8% | +143.6% | -157.3% | -13.8% |
| YTD | +2.6% | +118.5% | -115.9% | +2.6% |
| 1Y | +24.5% | +129.2% | -104.7% | +24.4% |
| 3Y | +125.8% | +212.5% | -86.7% | +126.0% |
| 5Y | +137.8% | +286.9% | -149.1% | +138.9% |
| 10Y | +221.4% | +432.3% | -211.0% | +229.3% |
| All | +263.1% | +545.6% | -282.5% | +278.9% |
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