+276.2%
HPE vs GH
+45.9%
+230.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -3.4% |
| 7D | +7.9% | +0.6% | +7.3% | +7.8% |
| 30D | -23.5% | -6.9% | -16.6% | -22.5% |
| 3M | -19.1% | -4.9% | -14.2% | -18.5% |
| 6M | +51.4% | +54.1% | -2.7% | +42.5% |
| YTD | +103.4% | +48.5% | +54.9% | +91.3% |
| 1Y | +114.4% | +61.2% | +53.2% | +99.3% |
| 3Y | +224.7% | +570.3% | -345.7% | +144.3% |
| All | +276.2% | +45.9% | +230.3% | +206.5% |
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