+155.0%
HPE vs GH
+176.0%
-21.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.0% | +13.5% | +12.5% |
| 7D | +19.4% | -2.5% | +21.9% | +19.7% |
| 30D | +5.6% | -4.7% | +10.3% | +6.1% |
| 3M | +33.1% | +20.2% | +12.8% | +31.3% |
| 6M | +192.5% | +78.8% | +113.7% | +178.5% |
| YTD | +160.9% | +54.1% | +106.8% | +149.9% |
| 1Y | +155.0% | +177.1% | -22.1% | +137.3% |
| All | +155.0% | +176.0% | -21.0% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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