+343.8%
HPE vs HWM
+655.8%
-311.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -10.7% | +18.4% | +12.4% |
| 7D | +10.1% | -9.2% | +19.3% | +14.0% |
| 30D | +5.3% | -17.9% | +23.1% | +13.9% |
| 3M | +12.7% | -6.0% | +18.7% | +14.6% |
| 6M | +167.7% | -7.4% | +175.0% | +170.6% |
| YTD | +135.5% | +13.1% | +122.4% | +113.8% |
| 1Y | +143.4% | +29.3% | +114.1% | +105.5% |
| 3Y | +249.2% | +389.9% | -140.7% | +40.5% |
| 5Y | +343.8% | +655.5% | -311.7% | +34.3% |
| All | +343.8% | +655.8% | -311.9% | +34.3% |
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