+269.4%
HPE vs GTLB
-12.2%
+281.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.9% | +5.4% |
| 7D | +13.6% | -6.6% | +20.2% | +14.8% |
| 30D | +7.7% | +13.7% | -6.0% | +4.7% |
| 3M | +22.4% | +52.9% | -30.5% | +12.2% |
| 6M | +172.6% | +88.5% | +84.1% | +138.4% |
| YTD | +147.5% | +23.4% | +124.1% | +133.4% |
| 1Y | +151.8% | -3.8% | +155.6% | +147.3% |
| All | +269.4% | -12.2% | +281.6% | +248.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling