+116.4%
HPE vs GWW
+55.5%
+61.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.5% | -12.2% | -7.4% |
| 7D | -17.0% | +11.1% | -28.1% | -19.8% |
| 30D | -26.7% | +15.7% | -42.5% | -30.4% |
| 3M | -4.1% | +14.8% | -18.9% | -8.8% |
| 6M | +75.4% | +30.9% | +44.5% | +52.4% |
| YTD | +111.0% | +48.5% | +62.6% | +76.8% |
| 1Y | +116.4% | +57.1% | +59.3% | +77.9% |
| All | +116.4% | +55.5% | +61.0% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling