+340.8%
HPE vs GME
-58.9%
+399.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.5% | -8.8% | -6.4% |
| 7D | +1.4% | +6.0% | -4.6% | +1.0% |
| 30D | +1.5% | +8.3% | -6.8% | +0.9% |
| 3M | +21.7% | -9.1% | +30.8% | +22.4% |
| 6M | +164.2% | -16.3% | +180.5% | +166.8% |
| YTD | +132.1% | +1.5% | +130.5% | +130.8% |
| 1Y | +130.6% | -16.3% | +147.0% | +132.6% |
| 3Y | +244.1% | +15.1% | +229.0% | +207.8% |
| 5Y | +340.8% | -57.2% | +398.0% | +309.5% |
| All | +340.8% | -58.9% | +399.7% | +309.5% |
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