+269.4%
HPE vs GAP
+108.0%
+161.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.6% | +9.7% | +5.8% |
| 7D | +13.6% | -3.2% | +16.8% | +14.1% |
| 30D | +7.7% | -0.7% | +8.4% | +7.5% |
| 3M | +22.4% | -0.5% | +22.9% | +21.9% |
| 6M | +172.6% | -5.0% | +177.6% | +170.9% |
| YTD | +147.5% | -14.7% | +162.2% | +150.4% |
| 1Y | +151.8% | -8.6% | +160.4% | +150.7% |
| All | +269.4% | +108.0% | +161.4% | +215.1% |
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