+129.2%
HPE vs GFI
+45.3%
+83.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.3% |
| 7D | -0.6% | +3.1% | -3.7% | -1.0% |
| 30D | -2.3% | +27.1% | -29.4% | -5.0% |
| 3M | -2.9% | +21.2% | -24.0% | -5.6% |
| 6M | +143.6% | -4.5% | +148.1% | +139.6% |
| YTD | +118.5% | +11.7% | +106.8% | +114.9% |
| 1Y | +129.2% | +46.0% | +83.2% | +118.3% |
| All | +129.2% | +45.3% | +83.9% | +118.3% |
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