+761.8%
HPE vs GPN
+43.4%
+718.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.7% | +12.6% |
| 7D | +19.4% | -4.6% | +24.0% | +21.4% |
| 30D | +5.6% | -0.3% | +5.9% | +5.2% |
| 3M | +33.1% | +35.4% | -2.4% | +14.3% |
| 6M | +192.5% | +21.7% | +170.8% | +161.0% |
| YTD | +160.9% | +14.9% | +146.0% | +136.3% |
| 1Y | +155.0% | +3.2% | +151.8% | +141.4% |
| 3Y | +289.4% | -27.1% | +316.5% | +319.0% |
| 5Y | +395.7% | -44.4% | +440.0% | +483.6% |
| 10Y | +574.8% | +27.0% | +547.8% | +424.9% |
| All | +761.8% | +43.4% | +718.3% | +487.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling