+237.3%
HPE vs GEHC
+32.6%
+204.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.2% | -4.0% |
| 7D | +7.9% | +0.8% | +7.1% | +7.7% |
| 30D | -23.5% | +21.3% | -44.8% | -26.9% |
| 3M | -19.1% | +12.6% | -31.6% | -21.4% |
| 6M | +51.4% | +34.3% | +17.1% | +38.6% |
| YTD | +103.4% | +1.4% | +102.0% | +102.8% |
| 1Y | +114.4% | +12.5% | +101.9% | +106.1% |
| 3Y | +224.7% | +19.2% | +205.5% | +202.4% |
| All | +237.3% | +32.6% | +204.6% | +209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling