+289.4%
HPE vs GPN
-27.6%
+317.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.7% | +12.5% |
| 7D | +19.4% | -4.6% | +24.0% | +20.7% |
| 30D | +5.6% | -0.3% | +5.9% | +5.3% |
| 3M | +33.1% | +35.4% | -2.4% | +19.3% |
| 6M | +192.5% | +21.7% | +170.8% | +170.4% |
| YTD | +160.9% | +14.9% | +146.0% | +144.9% |
| 1Y | +155.0% | +3.2% | +151.8% | +148.9% |
| 3Y | +289.4% | -27.1% | +316.5% | +326.6% |
| All | +289.4% | -27.6% | +317.0% | +326.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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