+621.7%
HPE vs GPC
+134.4%
+487.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -5.0% |
| 7D | -0.6% | +1.2% | -1.8% | -1.2% |
| 30D | -2.3% | +6.0% | -8.3% | -5.2% |
| 3M | -2.9% | +42.6% | -45.5% | -21.2% |
| 6M | +143.6% | +22.8% | +120.8% | +113.5% |
| YTD | +118.5% | +15.5% | +103.1% | +96.5% |
| 1Y | +129.2% | +2.0% | +127.2% | +119.5% |
| 3Y | +212.5% | -1.4% | +214.0% | +189.5% |
| 5Y | +286.9% | +30.6% | +256.3% | +196.7% |
| 10Y | +432.3% | +80.6% | +351.7% | +227.0% |
| All | +621.7% | +134.4% | +487.3% | +277.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling