+514.5%
HPE vs GD
+220.9%
+293.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.3% | -9.5% | -10.3% |
| 7D | -25.0% | -3.9% | -21.1% | -22.9% |
| 30D | -37.3% | +8.1% | -45.4% | -40.6% |
| 3M | -16.8% | -6.8% | -10.0% | -13.3% |
| 6M | +47.8% | +3.0% | +44.8% | +42.7% |
| YTD | +86.0% | +7.8% | +78.3% | +72.9% |
| 1Y | +89.6% | +5.8% | +83.8% | +78.3% |
| 3Y | +198.2% | +55.3% | +142.9% | +108.2% |
| 5Y | +227.1% | +96.7% | +130.5% | +86.2% |
| 10Y | +355.6% | +195.4% | +160.2% | +72.6% |
| All | +514.5% | +220.9% | +293.6% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling