+292.4%
HPE vs GE
+406.8%
-114.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.3% |
| 7D | +13.6% | +5.1% | +8.5% | +11.2% |
| 30D | -27.1% | +7.6% | -34.7% | -29.5% |
| 3M | -14.5% | -9.3% | -5.2% | -11.0% |
| 6M | +66.9% | +11.5% | +55.4% | +57.4% |
| YTD | +111.3% | +7.9% | +103.5% | +98.9% |
| 1Y | +117.5% | +7.6% | +109.8% | +104.5% |
| 3Y | +238.1% | +265.9% | -27.8% | +67.3% |
| 5Y | +292.4% | +405.9% | -113.5% | +56.1% |
| All | +292.4% | +406.8% | -114.4% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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