+114.4%
HPE vs GD
+5.9%
+108.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +7.9% | +2.7% | +5.2% | +7.5% |
| 30D | -23.5% | +8.6% | -32.1% | -23.9% |
| 3M | -19.1% | -7.1% | -12.0% | -17.2% |
| 6M | +51.4% | +7.5% | +43.9% | +50.1% |
| YTD | +103.4% | +9.9% | +93.5% | +102.9% |
| 1Y | +114.4% | +7.6% | +106.8% | +116.6% |
| All | +114.4% | +5.9% | +108.5% | +116.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling