+291.9%
HPE vs GH
+481.7%
-189.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -2.3% | -1.1% | -1.2% | -2.2% |
| 3M | -2.9% | +21.3% | -24.2% | -5.5% |
| 6M | +143.6% | +73.5% | +70.0% | +125.3% |
| YTD | +118.5% | +58.0% | +60.5% | +104.0% |
| 1Y | +129.2% | +163.1% | -33.9% | +98.8% |
| 3Y | +212.5% | +361.0% | -148.5% | +143.9% |
| 5Y | +286.9% | +22.5% | +264.4% | +233.3% |
| All | +291.9% | +481.7% | -189.7% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling