+311.9%
HPE vs GPC
+32.9%
+279.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.9% |
| 7D | -0.6% | +1.2% | -1.8% | -1.0% |
| 30D | -2.3% | +6.0% | -8.3% | -4.3% |
| 3M | -2.9% | +42.6% | -45.5% | -16.8% |
| 6M | +143.6% | +22.8% | +120.8% | +121.7% |
| YTD | +118.5% | +15.5% | +103.1% | +103.1% |
| 1Y | +129.2% | +2.0% | +127.2% | +123.8% |
| 3Y | +212.5% | -1.4% | +214.0% | +197.4% |
| All | +311.9% | +32.9% | +279.0% | +214.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling