+388.5%
HPE vs GD
+165.4%
+223.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.5% |
| 7D | +13.6% | +1.9% | +11.7% | +12.3% |
| 30D | -27.1% | +9.2% | -36.3% | -31.2% |
| 3M | -14.5% | -7.5% | -7.0% | -10.5% |
| 6M | +66.9% | +5.8% | +61.2% | +58.6% |
| YTD | +111.3% | +9.8% | +101.5% | +94.4% |
| 1Y | +117.5% | +5.8% | +111.7% | +105.2% |
| 3Y | +238.1% | +58.0% | +180.1% | +134.6% |
| 5Y | +292.4% | +100.4% | +192.0% | +122.2% |
| All | +388.5% | +165.4% | +223.1% | +124.6% |
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