+380.5%
HPE vs GFS
0.0%
+380.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.2% | +10.3% | +11.7% |
| 7D | +19.4% | +3.8% | +15.6% | +18.0% |
| 30D | +5.6% | -11.7% | +17.3% | +10.0% |
| 3M | +33.1% | -41.8% | +74.8% | +57.4% |
| 6M | +192.5% | +6.6% | +185.8% | +186.1% |
| YTD | +160.9% | +34.6% | +126.3% | +134.6% |
| 1Y | +155.0% | +46.2% | +108.8% | +122.5% |
| 3Y | +289.4% | -20.3% | +309.7% | +288.6% |
| All | +380.5% | 0.0% | +380.5% | +346.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling