+116.4%
HPE vs GFI
+6.9%
+109.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.3% | -12.0% | -6.7% |
| 7D | -17.0% | +1.4% | -18.4% | -17.2% |
| 30D | -26.7% | +3.0% | -29.7% | -27.2% |
| 3M | -4.1% | +10.2% | -14.3% | -5.7% |
| 6M | +75.4% | -10.1% | +85.5% | +76.9% |
| YTD | +111.0% | -11.4% | +122.4% | +106.6% |
| 1Y | +116.4% | +8.4% | +108.0% | +96.3% |
| All | +116.4% | +6.9% | +109.5% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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