+276.2%
HPE vs GME
-49.3%
+325.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.8% |
| 7D | +7.9% | +2.9% | +5.0% | +7.6% |
| 30D | -23.5% | -4.8% | -18.7% | -23.2% |
| 3M | -19.1% | +39.2% | -58.3% | -21.1% |
| 6M | +51.4% | +17.1% | +34.3% | +49.1% |
| YTD | +103.4% | +28.7% | +74.7% | +98.7% |
| 1Y | +114.4% | +23.3% | +91.1% | +110.0% |
| 3Y | +224.7% | +112.9% | +111.7% | +176.3% |
| All | +276.2% | -49.3% | +325.5% | +248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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