+370.3%
HPE vs GRMN
+628.7%
-258.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.2% |
| 7D | +7.9% | -0.9% | +8.8% | +8.4% |
| 30D | -23.5% | +1.2% | -24.7% | -24.3% |
| 3M | -19.1% | -8.9% | -10.2% | -15.6% |
| 6M | +51.4% | +23.0% | +28.4% | +33.1% |
| YTD | +103.4% | +41.2% | +62.2% | +64.4% |
| 1Y | +114.4% | +47.5% | +66.9% | +69.3% |
| 3Y | +224.7% | +155.8% | +68.9% | +78.8% |
| 5Y | +277.8% | +120.2% | +157.6% | +122.9% |
| All | +370.3% | +628.7% | -258.5% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling