+563.1%
HPE vs KWEB
-19.7%
+582.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.8% | +12.3% |
| 7D | +19.4% | -5.6% | +25.0% | +20.9% |
| 30D | +5.6% | -10.7% | +16.3% | +8.3% |
| 3M | +33.1% | -7.4% | +40.5% | +35.0% |
| 6M | +192.5% | -19.3% | +211.8% | +206.4% |
| YTD | +160.9% | -27.8% | +188.7% | +180.2% |
| 1Y | +155.0% | -35.9% | +190.9% | +181.4% |
| 3Y | +289.4% | -1.9% | +291.3% | +281.7% |
| 5Y | +395.7% | -43.2% | +438.8% | +439.1% |
| All | +563.1% | -19.7% | +582.8% | +429.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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