+246.3%
HPE vs NWSA
+43.0%
+203.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.5% | -5.9% |
| 7D | +1.4% | -4.8% | +6.2% | +3.6% |
| 30D | +1.5% | +3.0% | -1.4% | +0.2% |
| 3M | +21.7% | +9.3% | +12.4% | +15.7% |
| 6M | +164.2% | +23.2% | +141.0% | +130.9% |
| YTD | +132.1% | +13.3% | +118.7% | +113.2% |
| 1Y | +130.6% | +2.9% | +127.8% | +125.9% |
| All | +246.3% | +43.0% | +203.3% | +177.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling