+246.3%
HPE vs GIS
-37.3%
+283.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.0% | -3.2% | -7.2% |
| 7D | +1.4% | -8.4% | +9.8% | -1.4% |
| 30D | +1.5% | -5.2% | +6.7% | 0.0% |
| 3M | +21.7% | +8.2% | +13.6% | +25.0% |
| 6M | +164.2% | -12.0% | +176.2% | +162.0% |
| YTD | +132.1% | -18.9% | +150.9% | +127.2% |
| 1Y | +130.6% | -23.6% | +154.3% | +123.0% |
| All | +246.3% | -37.3% | +283.6% | +214.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling