+396.0%
HPE vs GFI
+524.1%
-128.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.3% | +13.7% | +12.5% |
| 7D | +19.4% | -4.9% | +24.3% | +19.8% |
| 30D | +5.6% | +10.7% | -5.1% | +4.9% |
| 3M | +33.1% | +25.6% | +7.4% | +31.0% |
| 6M | +192.5% | -8.3% | +200.7% | +191.7% |
| YTD | +160.9% | +6.3% | +154.6% | +158.6% |
| 1Y | +155.0% | +22.1% | +132.9% | +150.6% |
| 3Y | +289.4% | +289.2% | +0.2% | +259.5% |
| All | +396.0% | +524.1% | -128.1% | +350.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling