+563.1%
HPE vs GWW
+570.2%
-7.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.8% | +12.1% |
| 7D | +19.4% | -3.4% | +22.8% | +21.2% |
| 30D | +5.6% | -1.9% | +7.5% | +6.5% |
| 3M | +33.1% | -2.4% | +35.5% | +33.8% |
| 6M | +192.5% | +15.7% | +176.7% | +171.1% |
| YTD | +160.9% | +27.6% | +133.3% | +131.4% |
| 1Y | +155.0% | +27.2% | +127.8% | +126.1% |
| 3Y | +289.4% | +89.7% | +199.7% | +185.9% |
| 5Y | +395.7% | +223.9% | +171.7% | +180.8% |
| All | +563.1% | +570.2% | -7.1% | +204.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling