+340.8%
HPE vs GH
+21.3%
+319.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -3.9% | -6.0% |
| 7D | +1.4% | -1.2% | +2.7% | +1.6% |
| 30D | +1.5% | -3.7% | +5.2% | +2.0% |
| 3M | +21.7% | +21.7% | +0.1% | +18.4% |
| 6M | +164.2% | +75.7% | +88.4% | +144.2% |
| YTD | +132.1% | +55.7% | +76.4% | +117.2% |
| 1Y | +130.6% | +181.1% | -50.5% | +98.8% |
| 3Y | +244.1% | +371.6% | -127.5% | +170.0% |
| 5Y | +340.8% | +23.2% | +317.6% | +240.5% |
| All | +340.8% | +21.3% | +319.5% | +240.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling