+666.4%
HPE vs KWEB
-8.7%
+675.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.4% | -4.9% | -5.9% |
| 7D | +1.4% | -4.3% | +5.7% | +2.4% |
| 30D | +1.5% | -13.0% | +14.5% | +4.9% |
| 3M | +21.7% | -7.6% | +29.3% | +23.6% |
| 6M | +164.2% | -21.1% | +185.3% | +179.1% |
| YTD | +132.1% | -28.2% | +160.3% | +150.8% |
| 1Y | +130.6% | -34.9% | +165.5% | +155.3% |
| 3Y | +244.1% | -0.8% | +244.9% | +235.2% |
| 5Y | +340.8% | -43.6% | +384.4% | +381.3% |
| 10Y | +500.2% | -21.7% | +521.8% | +345.0% |
| All | +666.4% | -8.7% | +675.1% | +432.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling