+116.4%
HPE vs GM
+37.1%
+79.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.6% | -10.3% | -6.2% |
| 7D | -17.0% | +12.1% | -29.0% | -18.4% |
| 30D | -26.7% | +15.2% | -41.9% | -28.4% |
| 3M | -4.1% | +4.9% | -9.0% | -4.6% |
| 6M | +75.4% | +22.6% | +52.8% | +63.0% |
| YTD | +111.0% | +14.4% | +96.6% | +98.5% |
| 1Y | +116.4% | +39.4% | +77.0% | +67.3% |
| All | +116.4% | +37.1% | +79.3% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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