+129.2%
HPE vs GEN
+5.4%
+123.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.8% |
| 7D | -0.6% | -1.2% | +0.6% | -0.2% |
| 30D | -2.3% | +10.1% | -12.4% | -5.1% |
| 3M | -2.9% | +16.1% | -18.9% | -7.1% |
| 6M | +143.6% | +38.9% | +104.7% | +118.7% |
| YTD | +118.5% | +14.4% | +104.1% | +111.6% |
| 1Y | +129.2% | +5.9% | +123.3% | +121.1% |
| All | +129.2% | +5.4% | +123.8% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling