+621.7%
HPE vs GEN
+292.1%
+329.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 6M | +143.6% | +38.9% | +104.7% | +119.1% |
| YTD | +118.5% | +14.4% | +104.1% | +107.8% |
| 1Y | +129.2% | +5.9% | +123.3% | +122.8% |
| 3Y | +212.5% | +58.8% | +153.7% | +168.5% |
| 5Y | +286.9% | +24.7% | +262.2% | +246.4% |
| 10Y | +432.3% | +163.1% | +269.3% | +235.8% |
| All | +621.7% | +292.1% | +329.6% | +244.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling