+563.1%
HPE vs GDDY
+207.2%
+355.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.8% | +10.7% | +12.0% |
| 7D | +19.4% | -3.2% | +22.6% | +20.1% |
| 30D | +5.6% | +6.8% | -1.2% | +3.0% |
| 3M | +33.1% | +30.5% | +2.6% | +19.4% |
| 6M | +192.5% | +13.3% | +179.1% | +171.2% |
| YTD | +160.9% | -21.0% | +181.9% | +171.2% |
| 1Y | +155.0% | -34.0% | +189.0% | +181.8% |
| 3Y | +289.4% | +33.1% | +256.3% | +227.0% |
| 5Y | +395.7% | +30.3% | +365.3% | +309.1% |
| All | +563.1% | +207.2% | +355.9% | +285.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling