+332.5%
HPE vs GEHC
+2.1%
+330.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.5% | +12.9% | +12.6% |
| 7D | +19.4% | -7.2% | +26.6% | +21.5% |
| 30D | +5.6% | -11.6% | +17.2% | +8.7% |
| 3M | +33.1% | -0.8% | +33.9% | +31.7% |
| 6M | +192.5% | -11.9% | +204.4% | +199.1% |
| YTD | +160.9% | -21.9% | +182.9% | +177.2% |
| 1Y | +155.0% | -17.8% | +172.8% | +165.4% |
| 3Y | +289.4% | -3.5% | +292.9% | +283.8% |
| All | +332.5% | +2.1% | +330.5% | +322.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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