+343.8%
HPE vs GEN
+22.3%
+321.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.7% | +10.5% | +8.6% |
| 7D | +10.1% | -0.7% | +10.8% | +10.4% |
| 30D | +5.3% | +2.6% | +2.6% | +4.3% |
| 3M | +12.7% | +15.8% | -3.1% | +6.7% |
| 6M | +167.7% | +33.1% | +134.5% | +141.2% |
| YTD | +135.5% | +11.3% | +124.2% | +124.8% |
| 1Y | +143.4% | +1.7% | +141.7% | +139.0% |
| 3Y | +249.2% | +58.1% | +191.0% | +198.9% |
| 5Y | +343.8% | +20.6% | +323.2% | +307.9% |
| All | +343.8% | +22.3% | +321.5% | +307.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling