+365.4%
HPE vs GD
+185.2%
+180.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.9% | +4.7% |
| 7D | -7.1% | -3.0% | -4.1% | -5.0% |
| 30D | -35.3% | +9.3% | -44.6% | -39.0% |
| 3M | -10.4% | -7.2% | -3.2% | -6.4% |
| 6M | +52.5% | +5.5% | +47.0% | +45.2% |
| YTD | +100.3% | +9.5% | +90.8% | +84.6% |
| 1Y | +106.4% | +6.4% | +100.0% | +93.9% |
| 3Y | +227.4% | +59.8% | +167.5% | +125.5% |
| 5Y | +250.6% | +98.0% | +152.6% | +100.5% |
| 10Y | +365.4% | +177.4% | +188.0% | +117.8% |
| All | +365.4% | +185.2% | +180.2% | +117.8% |
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