+327.4%
HPE vs GFS
-2.1%
+329.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.3% | -6.3% |
| 7D | +1.4% | +3.2% | -1.8% | +0.4% |
| 30D | +1.5% | -9.6% | +11.1% | +5.0% |
| 3M | +21.7% | -38.5% | +60.2% | +41.4% |
| 6M | +164.2% | -1.3% | +165.5% | +164.2% |
| YTD | +132.1% | +31.8% | +100.2% | +110.0% |
| 1Y | +130.6% | +44.6% | +86.1% | +101.9% |
| 3Y | +244.1% | -20.6% | +264.8% | +244.0% |
| All | +327.4% | -2.1% | +329.5% | +299.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling