+563.1%
HPE vs GM
+240.0%
+323.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.6% | +13.0% | +12.7% |
| 7D | +19.4% | -2.4% | +21.8% | +20.4% |
| 30D | +5.6% | -1.1% | +6.7% | +5.8% |
| 3M | +33.1% | +6.1% | +26.9% | +28.6% |
| 6M | +192.5% | +15.0% | +177.5% | +171.4% |
| YTD | +160.9% | +6.0% | +154.9% | +149.8% |
| 1Y | +155.0% | +47.1% | +107.9% | +109.4% |
| 3Y | +289.4% | +170.5% | +118.9% | +134.5% |
| 5Y | +395.7% | +80.5% | +315.2% | +243.5% |
| All | +563.1% | +240.0% | +323.1% | +223.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling