+116.4%
HPE vs NWSA
+18.2%
+98.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.7% | -9.4% | -4.6% |
| 7D | -17.0% | +4.3% | -21.2% | -15.9% |
| 30D | -26.7% | +5.6% | -32.3% | -25.6% |
| 3M | -4.1% | +7.3% | -11.4% | -2.2% |
| 6M | +75.4% | +18.8% | +56.6% | +79.3% |
| YTD | +111.0% | +17.9% | +93.1% | +116.3% |
| 1Y | +116.4% | +19.3% | +97.1% | +120.0% |
| All | +116.4% | +18.2% | +98.2% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling