+114.4%
HPE vs GPC
-0.7%
+115.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.7% |
| 7D | +7.9% | +0.4% | +7.4% | +7.8% |
| 30D | -23.5% | -6.3% | -17.2% | -23.2% |
| 3M | -19.1% | -8.2% | -10.9% | -18.7% |
| 6M | +51.4% | +27.1% | +24.3% | +37.2% |
| YTD | +103.4% | +3.1% | +100.3% | +100.0% |
| 1Y | +114.4% | +0.1% | +114.3% | +112.0% |
| All | +114.4% | -0.7% | +115.1% | +112.0% |
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 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