+267.5%
HPE vs GTLB
-49.4%
+316.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -3.8% |
| 7D | +7.9% | -0.7% | +8.6% | +7.9% |
| 30D | -23.5% | -10.2% | -13.3% | -22.4% |
| 3M | -19.1% | +10.1% | -29.2% | -20.3% |
| 6M | +51.4% | +116.5% | -65.1% | +36.7% |
| YTD | +103.4% | +27.2% | +76.3% | +94.3% |
| 1Y | +114.4% | +8.6% | +105.8% | +108.4% |
| 3Y | +224.7% | +5.6% | +219.1% | +209.6% |
| 5Y | +277.8% | -61.8% | +339.6% | +254.9% |
| All | +267.5% | -49.4% | +316.8% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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