+129.2%
HPE vs GFS
+37.2%
+92.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -5.1% |
| 7D | -0.6% | +1.0% | -1.6% | -1.0% |
| 30D | -2.3% | -8.6% | +6.3% | +0.6% |
| 3M | -2.9% | -46.5% | +43.7% | +20.4% |
| 6M | +143.6% | -4.8% | +148.4% | +154.0% |
| YTD | +118.5% | +29.7% | +88.9% | +110.3% |
| 1Y | +129.2% | +35.8% | +93.4% | +122.1% |
| All | +129.2% | +37.2% | +92.0% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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