+340.5%
HPE vs GD
+190.6%
+149.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | -18.7% | -5.0% | -13.8% | -15.9% |
| 30D | -37.9% | +8.9% | -46.8% | -41.3% |
| 3M | -14.4% | -8.0% | -6.3% | -10.1% |
| 6M | +48.2% | +2.9% | +45.3% | +43.3% |
| YTD | +88.6% | +7.1% | +81.5% | +76.3% |
| 1Y | +94.8% | +5.9% | +88.8% | +83.3% |
| 3Y | +202.7% | +53.9% | +148.8% | +114.3% |
| 5Y | +231.6% | +95.4% | +136.2% | +91.7% |
| All | +340.5% | +190.6% | +149.9% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling