+390.2%
HPE vs HWM
+1,554.5%
-1,164.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.6% | +3.9% |
| 7D | +0.3% | +5.0% | -4.6% | -1.4% |
| 30D | -28.6% | +1.5% | -30.1% | -29.2% |
| 3M | -7.4% | -20.3% | +13.0% | +0.9% |
| 6M | +63.7% | -18.0% | +81.7% | +75.5% |
| YTD | +111.7% | +9.5% | +102.2% | +97.1% |
| 1Y | +123.5% | +7.5% | +116.0% | +109.5% |
| 3Y | +238.7% | +355.7% | -117.0% | +62.9% |
| 5Y | +261.0% | +610.2% | -349.2% | +41.5% |
| 10Y | +390.2% | +1,516.8% | -1,126.6% | +32.5% |
| All | +390.2% | +1,554.5% | -1,164.3% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling