+249.2%
HPE vs GPC
-2.2%
+251.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.9% | +10.7% | +8.3% |
| 7D | +10.1% | +0.2% | +9.9% | +10.0% |
| 30D | +5.3% | -0.4% | +5.7% | +5.3% |
| 3M | +12.7% | +39.2% | -26.5% | +2.2% |
| 6M | +167.7% | +18.2% | +149.4% | +153.9% |
| YTD | +135.5% | +12.1% | +123.4% | +126.7% |
| 1Y | +143.4% | -0.7% | +144.1% | +141.5% |
| 3Y | +249.2% | -1.7% | +250.8% | +229.0% |
| All | +249.2% | -2.2% | +251.4% | +229.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling