+227.4%
HPE vs GPC
+2.3%
+225.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.9% | +5.8% |
| 7D | -7.1% | +0.8% | -8.0% | -7.2% |
| 30D | -35.3% | -1.1% | -34.2% | -35.3% |
| 3M | -10.4% | -6.6% | -3.8% | -9.6% |
| 6M | +52.5% | +22.2% | +30.2% | +42.6% |
| YTD | +100.3% | +5.1% | +95.2% | +95.1% |
| 1Y | +106.4% | +2.8% | +103.6% | +102.0% |
| 3Y | +227.4% | +2.4% | +225.0% | +193.4% |
| All | +227.4% | +2.3% | +225.1% | +193.4% |
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