+340.8%
HPE vs GWW
+219.8%
+121.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.7% | -6.0% |
| 7D | +1.4% | -3.1% | +4.6% | +2.9% |
| 30D | +1.5% | -2.3% | +3.9% | +2.6% |
| 3M | +21.7% | -3.3% | +25.1% | +22.8% |
| 6M | +164.2% | +15.4% | +148.8% | +143.0% |
| YTD | +132.1% | +26.7% | +105.3% | +104.1% |
| 1Y | +130.6% | +29.0% | +101.7% | +100.8% |
| 3Y | +244.1% | +89.0% | +155.1% | +149.2% |
| 5Y | +340.8% | +221.8% | +119.0% | +153.6% |
| All | +340.8% | +219.8% | +121.1% | +153.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling