+563.1%
HPE vs GAP
+31.2%
+531.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.9% | +9.6% | +11.7% |
| 7D | +19.4% | -4.1% | +23.5% | +20.6% |
| 30D | +5.6% | +6.2% | -0.6% | +3.6% |
| 3M | +33.1% | -0.7% | +33.7% | +32.2% |
| 6M | +192.5% | -7.1% | +199.6% | +192.3% |
| YTD | +160.9% | -14.1% | +175.0% | +164.7% |
| 1Y | +155.0% | -8.5% | +163.5% | +153.4% |
| 3Y | +289.4% | +115.4% | +174.0% | +182.6% |
| 5Y | +395.7% | +9.8% | +385.8% | +304.6% |
| All | +563.1% | +31.2% | +531.9% | +345.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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