+434.2%
HPE vs HWM
+1,494.1%
-1,059.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | -0.6% | -2.1% | +1.5% | +0.1% |
| 30D | -2.3% | -11.0% | +8.7% | +2.5% |
| 3M | -2.9% | +4.0% | -6.9% | -4.8% |
| 6M | +143.6% | -0.2% | +143.8% | +140.8% |
| YTD | +118.5% | +26.7% | +91.9% | +93.3% |
| 1Y | +129.2% | +44.7% | +84.5% | +90.5% |
| 3Y | +212.5% | +426.1% | -213.6% | +43.3% |
| 5Y | +286.9% | +738.5% | -451.6% | +43.4% |
| All | +434.2% | +1,494.1% | -1,059.9% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling