+761.8%
HPE vs GFI
+1,954.4%
-1,192.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.5% | +12.4% |
| 7D | +19.4% | -2.7% | +22.1% | +19.4% |
| 30D | +5.6% | +13.2% | -7.6% | +5.5% |
| 3M | +33.1% | +28.5% | +4.6% | +32.6% |
| 6M | +192.5% | -6.2% | +198.6% | +191.9% |
| YTD | +160.9% | +8.7% | +152.2% | +160.5% |
| 1Y | +155.0% | +24.8% | +130.1% | +154.5% |
| 3Y | +289.4% | +298.0% | -8.6% | +289.7% |
| 5Y | +395.7% | +546.0% | -150.3% | +400.2% |
| 10Y | +574.8% | +1,069.8% | -494.9% | +626.0% |
| All | +761.8% | +1,954.4% | -1,192.7% | +800.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling