+116.4%
HPE vs GEN
+20.2%
+96.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.0% | -9.6% | -5.9% |
| 7D | -17.0% | +26.9% | -43.8% | -19.1% |
| 30D | -26.7% | +38.6% | -65.4% | -29.8% |
| 3M | -4.1% | +9.7% | -13.9% | -4.9% |
| 6M | +75.4% | +58.9% | +16.5% | +54.5% |
| YTD | +111.0% | +15.3% | +95.7% | +103.8% |
| 1Y | +116.4% | +21.8% | +94.7% | +104.8% |
| All | +116.4% | +20.2% | +96.3% | +104.8% |
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