+325.3%
HPE vs GTLB
-50.0%
+375.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -5.4% | +13.1% | +8.4% |
| 7D | +10.1% | +4.6% | +5.6% | +9.4% |
| 30D | +5.3% | +21.0% | -15.7% | +2.5% |
| 3M | +12.7% | +51.7% | -39.0% | +6.4% |
| 6M | +167.7% | +89.3% | +78.4% | +144.5% |
| YTD | +135.5% | +25.6% | +109.8% | +125.4% |
| 1Y | +143.4% | -1.5% | +144.9% | +138.8% |
| 3Y | +249.2% | -9.9% | +259.1% | +237.8% |
| All | +325.3% | -50.0% | +375.3% | +293.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling