+224.7%
HPE vs GAP
+70.6%
+154.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.6% |
| 7D | +7.9% | -1.9% | +9.8% | +8.2% |
| 30D | -23.5% | -7.1% | -16.4% | -22.7% |
| 3M | -19.1% | +4.1% | -23.2% | -20.0% |
| 6M | +51.4% | +1.9% | +49.5% | +48.4% |
| YTD | +103.4% | -15.2% | +118.6% | +105.7% |
| 1Y | +114.4% | -10.6% | +125.0% | +114.4% |
| 3Y | +224.7% | +74.6% | +150.1% | +196.7% |
| All | +224.7% | +70.6% | +154.1% | +196.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling