+677.7%
HPE vs GIS
-1.1%
+678.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.6% | +9.3% | +7.8% |
| 7D | +10.1% | -8.3% | +18.4% | +10.7% |
| 30D | +5.3% | +2.2% | +3.1% | +5.0% |
| 3M | +12.7% | +15.7% | -3.0% | +10.8% |
| 6M | +167.7% | -12.0% | +179.6% | +171.7% |
| YTD | +135.5% | -15.0% | +150.4% | +140.0% |
| 1Y | +143.4% | -20.1% | +163.5% | +149.7% |
| 3Y | +249.2% | -34.6% | +283.8% | +262.6% |
| 5Y | +343.8% | -22.8% | +366.7% | +336.5% |
| 10Y | +495.9% | -18.5% | +514.4% | +487.8% |
| All | +677.7% | -1.1% | +678.7% | +559.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling