+575.2%
HLT vs GPC
+86.4%
+488.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -1.6% | -3.2% | +1.6% | -0.2% |
| 30D | -5.0% | +0.5% | -5.6% | -5.3% |
| 3M | -10.4% | +31.7% | -42.1% | -21.7% |
| 6M | +3.2% | +24.7% | -21.5% | -7.7% |
| YTD | +6.7% | +11.8% | -5.0% | -0.9% |
| 1Y | +10.3% | -3.0% | +13.2% | +9.2% |
| 3Y | +99.3% | -1.1% | +100.4% | +87.3% |
| 5Y | +143.7% | +30.5% | +113.2% | +94.1% |
| All | +575.2% | +86.4% | +488.9% | +339.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling