+505.1%
HPE vs HWM
+1,330.2%
-825.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.7% | +4.9% |
| 7D | +13.6% | -8.0% | +21.7% | +17.0% |
| 30D | +7.7% | -18.0% | +25.7% | +16.2% |
| 3M | +22.4% | -9.5% | +31.9% | +26.6% |
| 6M | +172.6% | -8.4% | +181.0% | +177.5% |
| YTD | +147.5% | +13.6% | +133.9% | +127.7% |
| 1Y | +151.8% | +30.2% | +121.5% | +117.4% |
| 3Y | +267.1% | +392.2% | -125.2% | +71.8% |
| 5Y | +362.8% | +645.2% | -282.4% | +79.0% |
| All | +505.1% | +1,330.2% | -825.2% | +67.9% |
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