+261.0%
HPE vs HWM
+603.8%
-342.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.6% | +3.8% |
| 7D | +0.3% | +5.0% | -4.6% | -1.5% |
| 30D | -28.6% | +1.5% | -30.1% | -29.2% |
| 3M | -7.4% | -20.3% | +13.0% | +1.4% |
| 6M | +63.7% | -18.0% | +81.7% | +76.4% |
| YTD | +111.7% | +9.5% | +102.2% | +94.3% |
| 1Y | +123.5% | +7.5% | +116.0% | +106.7% |
| 3Y | +238.7% | +355.7% | -117.0% | +38.8% |
| 5Y | +261.0% | +610.2% | -349.2% | +8.4% |
| All | +261.0% | +603.8% | -342.8% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling