+396.0%
HPE vs GM
+78.3%
+317.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.6% | +13.0% | +12.7% |
| 7D | +19.4% | -2.4% | +21.8% | +20.3% |
| 30D | +5.6% | -1.1% | +6.7% | +5.8% |
| 3M | +33.1% | +6.1% | +26.9% | +28.8% |
| 6M | +192.5% | +15.0% | +177.5% | +172.4% |
| YTD | +160.9% | +6.0% | +154.9% | +150.3% |
| 1Y | +155.0% | +47.1% | +107.9% | +111.5% |
| 3Y | +289.4% | +170.5% | +118.9% | +139.4% |
| All | +396.0% | +78.3% | +317.7% | +239.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling