+223.1%
HPE vs GD
+61.5%
+161.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | -9.7% | -1.9% | -7.9% | -9.2% |
| 30D | -34.8% | +10.9% | -45.7% | -36.8% |
| 3M | -12.1% | -6.8% | -5.4% | -9.8% |
| 6M | +53.7% | +7.0% | +46.7% | +49.7% |
| YTD | +101.9% | +11.1% | +90.8% | +93.5% |
| 1Y | +104.3% | +7.0% | +97.3% | +99.0% |
| 3Y | +223.1% | +59.9% | +163.1% | +167.3% |
| All | +223.1% | +61.5% | +161.5% | +167.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling