+362.8%
HPE vs GAP
+6.6%
+356.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.6% | +9.7% | +6.0% |
| 7D | +13.6% | -3.2% | +16.8% | +14.3% |
| 30D | +7.7% | -0.7% | +8.4% | +7.4% |
| 3M | +22.4% | -0.5% | +22.9% | +21.7% |
| 6M | +172.6% | -5.0% | +177.6% | +170.9% |
| YTD | +147.5% | -14.7% | +162.2% | +150.8% |
| 1Y | +151.8% | -8.6% | +160.4% | +150.6% |
| 3Y | +267.1% | +108.4% | +158.7% | +186.2% |
| 5Y | +362.8% | +5.8% | +357.0% | +276.2% |
| All | +362.8% | +6.6% | +356.2% | +276.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling