+104.3%
HPE vs GD
+8.1%
+96.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -9.7% | -1.9% | -7.9% | -9.7% |
| 30D | -34.8% | +10.9% | -45.7% | -35.3% |
| 3M | -12.1% | -6.8% | -5.4% | -10.2% |
| 6M | +53.7% | +7.0% | +46.7% | +53.0% |
| YTD | +101.9% | +11.1% | +90.8% | +101.8% |
| 1Y | +104.3% | +7.0% | +97.3% | +106.2% |
| All | +104.3% | +8.1% | +96.2% | +106.2% |
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