+215.5%
HPE vs GD
+68.4%
+147.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.9% |
| 7D | -0.6% | -5.3% | +4.7% | +1.2% |
| 30D | -2.3% | -6.4% | +4.1% | -0.1% |
| 3M | -2.9% | +5.7% | -8.6% | -5.0% |
| 6M | +143.6% | -0.9% | +144.5% | +144.3% |
| YTD | +118.5% | +8.2% | +110.4% | +111.5% |
| 1Y | +129.2% | +13.4% | +115.8% | +117.9% |
| All | +215.5% | +68.4% | +147.2% | +170.6% |
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 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