+717.5%
HPE vs GM
+220.9%
+496.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +6.2% |
| 7D | +13.6% | -1.1% | +14.7% | +14.0% |
| 30D | +7.7% | -4.6% | +12.3% | +9.6% |
| 3M | +22.4% | +0.2% | +22.2% | +21.5% |
| 6M | +172.6% | +12.6% | +160.0% | +155.3% |
| YTD | +147.5% | +3.7% | +143.8% | +139.4% |
| 1Y | +151.8% | +45.6% | +106.2% | +107.2% |
| 3Y | +267.1% | +162.0% | +105.1% | +122.4% |
| 5Y | +362.8% | +80.5% | +282.3% | +218.7% |
| 10Y | +540.2% | +231.3% | +308.8% | +185.6% |
| All | +717.5% | +220.9% | +496.6% | +280.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling