+540.2%
HPE vs GPC
+83.6%
+456.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.7% |
| 7D | +13.6% | -0.6% | +14.3% | +13.8% |
| 30D | +7.7% | +1.3% | +6.4% | +6.8% |
| 3M | +22.4% | +37.1% | -14.7% | +1.8% |
| 6M | +172.6% | +23.2% | +149.4% | +139.1% |
| YTD | +147.5% | +13.1% | +134.4% | +125.3% |
| 1Y | +151.8% | +0.9% | +150.9% | +142.5% |
| 3Y | +267.1% | -0.8% | +267.9% | +238.2% |
| 5Y | +362.8% | +31.1% | +331.6% | +255.3% |
| 10Y | +540.2% | +87.4% | +452.8% | +290.0% |
| All | +540.2% | +83.6% | +456.5% | +290.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling