+396.0%
HPE vs GPN
-44.7%
+440.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.7% | +12.5% |
| 7D | +19.4% | -4.6% | +24.0% | +21.0% |
| 30D | +5.6% | -0.3% | +5.9% | +5.3% |
| 3M | +33.1% | +35.4% | -2.4% | +17.8% |
| 6M | +192.5% | +21.7% | +170.8% | +167.4% |
| YTD | +160.9% | +14.9% | +146.0% | +142.0% |
| 1Y | +155.0% | +3.2% | +151.8% | +145.8% |
| 3Y | +289.4% | -27.1% | +316.5% | +318.5% |
| All | +396.0% | -44.7% | +440.7% | +454.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling