+114.4%
HPE vs GEN
+14.8%
+99.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -3.9% |
| 7D | +7.9% | +2.0% | +5.8% | +7.7% |
| 30D | -23.5% | +27.7% | -51.2% | -25.7% |
| 3M | -19.1% | +3.3% | -22.3% | -18.5% |
| 6M | +51.4% | +31.8% | +19.6% | +40.4% |
| YTD | +103.4% | +13.5% | +89.9% | +100.2% |
| 1Y | +114.4% | +16.0% | +98.4% | +107.7% |
| All | +114.4% | +14.8% | +99.6% | +107.7% |
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