+677.7%
HPE vs GWW
+639.6%
+38.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.7% | +10.4% | +9.0% |
| 7D | +10.1% | -1.5% | +11.7% | +10.8% |
| 30D | +5.3% | +1.1% | +4.2% | +4.6% |
| 3M | +12.7% | -1.0% | +13.7% | +12.5% |
| 6M | +167.7% | +16.3% | +151.3% | +147.1% |
| YTD | +135.5% | +28.5% | +106.9% | +107.6% |
| 1Y | +143.4% | +30.3% | +113.1% | +112.9% |
| 3Y | +249.2% | +91.6% | +157.6% | +153.3% |
| 5Y | +343.8% | +224.0% | +119.9% | +147.7% |
| 10Y | +495.9% | +551.3% | -55.4% | +157.5% |
| All | +677.7% | +639.6% | +38.0% | +197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling