+563.1%
HPE vs NWSA
+149.4%
+413.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.2% | +12.3% |
| 7D | +19.4% | -2.8% | +22.2% | +21.1% |
| 30D | +5.6% | +3.0% | +2.6% | +3.9% |
| 3M | +33.1% | +12.3% | +20.7% | +23.9% |
| 6M | +192.5% | +21.9% | +170.6% | +158.4% |
| YTD | +160.9% | +13.6% | +147.4% | +138.3% |
| 1Y | +155.0% | +0.5% | +154.5% | +148.2% |
| 3Y | +289.4% | +43.8% | +245.6% | +213.6% |
| 5Y | +395.7% | +41.2% | +354.5% | +290.2% |
| All | +563.1% | +149.4% | +413.7% | +267.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling