+435.2%
HPE vs GD
+188.9%
+246.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.3% |
| 7D | -0.6% | -5.3% | +4.7% | +2.9% |
| 30D | -2.3% | -6.4% | +4.1% | +2.0% |
| 3M | -2.9% | +5.7% | -8.6% | -7.0% |
| 6M | +143.6% | -0.9% | +144.5% | +142.1% |
| YTD | +118.5% | +8.2% | +110.4% | +103.9% |
| 1Y | +129.2% | +13.4% | +115.8% | +106.8% |
| 3Y | +212.5% | +68.5% | +144.0% | +106.5% |
| 5Y | +286.9% | +97.2% | +189.8% | +122.8% |
| All | +435.2% | +188.9% | +246.3% | +128.4% |
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