+155.0%
HPE vs GFS
+47.5%
+107.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.2% | +10.3% | +11.6% |
| 7D | +19.4% | +3.8% | +15.6% | +17.8% |
| 30D | +5.6% | -11.7% | +17.3% | +10.6% |
| 3M | +33.1% | -41.8% | +74.8% | +60.3% |
| 6M | +192.5% | +6.6% | +185.8% | +196.0% |
| YTD | +160.9% | +34.6% | +126.3% | +146.1% |
| 1Y | +155.0% | +46.2% | +108.8% | +140.3% |
| All | +155.0% | +47.5% | +107.4% | +140.3% |
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