+621.7%
HPE vs GAP
+22.9%
+598.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.6% |
| 7D | -0.6% | -4.5% | +3.9% | +0.5% |
| 30D | -2.3% | +9.0% | -11.3% | -4.8% |
| 3M | -2.9% | +5.0% | -7.9% | -4.8% |
| 6M | +143.6% | -17.8% | +161.4% | +150.4% |
| YTD | +118.5% | -10.4% | +128.9% | +119.4% |
| 1Y | +129.2% | -3.4% | +132.6% | +124.8% |
| 3Y | +212.5% | +111.5% | +101.0% | +128.8% |
| 5Y | +286.9% | +8.8% | +278.1% | +217.7% |
| 10Y | +432.3% | +32.9% | +399.4% | +243.9% |
| All | +621.7% | +22.9% | +598.8% | +360.3% |
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