+571.9%
HPE vs GE
+175.2%
+396.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.9% |
| 7D | +7.9% | +2.7% | +5.2% | +6.7% |
| 30D | -23.5% | +8.1% | -31.6% | -26.2% |
| 3M | -19.1% | -7.9% | -11.2% | -16.5% |
| 6M | +51.4% | +12.9% | +38.5% | +42.3% |
| YTD | +103.4% | +8.2% | +95.3% | +91.8% |
| 1Y | +114.4% | +9.7% | +104.7% | +100.4% |
| 3Y | +224.7% | +266.1% | -41.4% | +74.2% |
| 5Y | +277.8% | +407.4% | -129.6% | +71.4% |
| 10Y | +371.1% | +150.3% | +220.8% | +183.0% |
| All | +571.9% | +175.2% | +396.7% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling