+129.2%
HPE vs GIS
-18.7%
+147.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -5.4% |
| 7D | -0.6% | -7.8% | +7.3% | -3.7% |
| 30D | -2.3% | +6.6% | -8.9% | +0.2% |
| 3M | -2.9% | +21.0% | -23.8% | +3.4% |
| 6M | +143.6% | -9.1% | +152.6% | +154.8% |
| YTD | +118.5% | -13.6% | +132.1% | +129.3% |
| 1Y | +129.2% | -18.0% | +147.2% | +136.2% |
| All | +129.2% | -18.7% | +147.9% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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