+129.2%
HPE vs NWSA
+5.5%
+123.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.5% |
| 7D | -0.6% | -1.9% | +1.3% | -0.7% |
| 30D | -2.3% | +4.6% | -6.9% | -2.0% |
| 3M | -2.9% | +13.2% | -16.1% | -2.2% |
| 6M | +143.6% | +27.0% | +116.6% | +137.4% |
| YTD | +118.5% | +16.8% | +101.7% | +118.2% |
| 1Y | +129.2% | +4.5% | +124.7% | +129.8% |
| All | +129.2% | +5.5% | +123.7% | +129.8% |
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