+621.7%
HPE vs GME
+125.7%
+496.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.5% |
| 7D | -0.6% | +7.2% | -7.8% | -1.0% |
| 30D | -2.3% | +0.8% | -3.1% | -2.4% |
| 3M | -2.9% | -14.0% | +11.1% | -2.1% |
| 6M | +143.6% | -19.7% | +163.3% | +146.1% |
| YTD | +118.5% | -4.6% | +123.1% | +118.4% |
| 1Y | +129.2% | -14.3% | +143.6% | +130.4% |
| 3Y | +212.5% | +4.0% | +208.5% | +190.4% |
| 5Y | +286.9% | -62.2% | +349.1% | +267.1% |
| 10Y | +432.3% | +241.4% | +191.0% | +177.5% |
| All | +621.7% | +125.7% | +496.0% | +294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling