+396.0%
HPE vs GILD
+142.1%
+253.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.8% | +13.2% | +12.5% |
| 7D | +19.4% | -4.8% | +24.2% | +20.1% |
| 30D | +5.6% | +5.8% | -0.2% | +4.6% |
| 3M | +33.1% | +14.9% | +18.1% | +29.7% |
| 6M | +192.5% | -0.4% | +192.8% | +192.6% |
| YTD | +160.9% | +18.5% | +142.4% | +152.0% |
| 1Y | +155.0% | +25.1% | +129.8% | +142.9% |
| 3Y | +289.4% | +105.9% | +183.5% | +223.8% |
| All | +396.0% | +142.1% | +253.9% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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