+232.1%
HPE vs GD
+94.5%
+137.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | -18.7% | -5.0% | -13.8% | -16.8% |
| 30D | -37.9% | +8.9% | -46.8% | -40.2% |
| 3M | -14.4% | -8.0% | -6.3% | -11.2% |
| 6M | +48.2% | +2.9% | +45.3% | +45.0% |
| YTD | +88.6% | +7.1% | +81.5% | +80.4% |
| 1Y | +94.8% | +5.9% | +88.8% | +87.2% |
| 3Y | +202.7% | +53.9% | +148.8% | +134.3% |
| All | +232.1% | +94.5% | +137.5% | +113.4% |
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