+155.0%
HPE vs GIS
-24.1%
+179.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.7% | +12.3% |
| 7D | +19.4% | -6.4% | +25.8% | +16.4% |
| 30D | +5.6% | -6.1% | +11.7% | +3.2% |
| 3M | +33.1% | +7.8% | +25.2% | +36.5% |
| 6M | +192.5% | -8.8% | +201.2% | +198.1% |
| YTD | +160.9% | -19.1% | +180.0% | +165.9% |
| 1Y | +155.0% | -24.8% | +179.7% | +154.7% |
| All | +155.0% | -24.1% | +179.1% | +154.7% |
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