+298.8%
HPE vs GD
+97.9%
+200.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.7% |
| 7D | -0.6% | -5.3% | +4.7% | +1.9% |
| 30D | -2.3% | -6.4% | +4.1% | +0.7% |
| 3M | -2.9% | +5.7% | -8.6% | -5.8% |
| 6M | +143.6% | -0.9% | +144.5% | +143.4% |
| YTD | +118.5% | +8.2% | +110.4% | +108.3% |
| 1Y | +129.2% | +13.4% | +115.8% | +113.2% |
| 3Y | +212.5% | +68.5% | +144.0% | +129.1% |
| All | +298.8% | +97.9% | +200.8% | +155.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling