+116.4%
HPE vs GPC
+6.5%
+110.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.4% | -5.7% |
| 7D | -17.0% | +4.1% | -21.1% | -17.0% |
| 30D | -26.7% | +0.1% | -26.9% | -26.8% |
| 3M | -4.1% | -3.9% | -0.3% | -4.0% |
| 6M | +75.4% | +24.4% | +51.0% | +62.8% |
| YTD | +111.0% | +5.7% | +105.3% | +110.6% |
| 1Y | +116.4% | +6.8% | +109.7% | +113.8% |
| All | +116.4% | +6.5% | +110.0% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling