+677.7%
HPE vs NWSA
+132.6%
+545.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.9% | +9.6% | +8.7% |
| 7D | +10.1% | -2.6% | +12.8% | +11.6% |
| 30D | +5.3% | +4.6% | +0.7% | +2.8% |
| 3M | +12.7% | +10.2% | +2.5% | +5.8% |
| 6M | +167.7% | +21.6% | +146.0% | +136.3% |
| YTD | +135.5% | +14.6% | +120.8% | +113.5% |
| 1Y | +143.4% | +0.4% | +143.0% | +136.7% |
| 3Y | +249.2% | +45.0% | +204.2% | +178.5% |
| 5Y | +343.8% | +41.3% | +302.6% | +247.4% |
| 10Y | +495.9% | +142.8% | +353.1% | +216.2% |
| All | +677.7% | +132.6% | +545.1% | +300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling