+390.2%
HPE vs GD
+174.7%
+215.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | -28.6% | +9.5% | -38.0% | -32.7% |
| 3M | -7.4% | -5.8% | -1.5% | -4.1% |
| 6M | +63.7% | +7.7% | +55.9% | +53.6% |
| YTD | +111.7% | +11.1% | +100.6% | +93.4% |
| 1Y | +123.5% | +6.1% | +117.4% | +110.6% |
| 3Y | +238.7% | +59.8% | +178.9% | +133.4% |
| 5Y | +261.0% | +104.6% | +156.4% | +101.4% |
| 10Y | +390.2% | +170.5% | +219.6% | +123.6% |
| All | +390.2% | +174.7% | +215.5% | +123.6% |
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