+116.4%
HPE vs HWM
+5.4%
+111.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.3% | -1.4% | -5.1% |
| 7D | -17.0% | +9.4% | -26.4% | -17.7% |
| 30D | -26.7% | -7.0% | -19.8% | -25.9% |
| 3M | -4.1% | -25.9% | +21.7% | +0.1% |
| 6M | +75.4% | -10.8% | +86.2% | +79.1% |
| YTD | +111.0% | +4.3% | +106.7% | +107.4% |
| 1Y | +116.4% | +4.4% | +112.1% | +117.1% |
| All | +116.4% | +5.4% | +111.1% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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