+571.9%
HPE vs GAP
+16.3%
+555.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.5% |
| 7D | +7.9% | -1.9% | +9.8% | +8.4% |
| 30D | -23.5% | -7.1% | -16.4% | -22.3% |
| 3M | -19.1% | +4.1% | -23.2% | -20.5% |
| 6M | +51.4% | +1.9% | +49.5% | +47.5% |
| YTD | +103.4% | -15.2% | +118.6% | +106.3% |
| 1Y | +114.4% | -10.6% | +125.0% | +114.0% |
| 3Y | +224.7% | +74.6% | +150.1% | +150.7% |
| 5Y | +277.8% | +3.7% | +274.1% | +213.9% |
| 10Y | +371.1% | +2.4% | +368.7% | +221.0% |
| All | +571.9% | +16.3% | +555.6% | +332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling