+540.2%
HPE vs W
+142.4%
+397.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +5.0% | +5.1% |
| 7D | +13.6% | +5.9% | +7.7% | +12.7% |
| 30D | +7.7% | -3.0% | +10.8% | +8.1% |
| 3M | +22.4% | +40.3% | -18.0% | +15.2% |
| 6M | +172.6% | +32.2% | +140.4% | +157.4% |
| YTD | +147.5% | -0.3% | +147.8% | +141.8% |
| 1Y | +151.8% | +16.2% | +135.6% | +138.7% |
| 3Y | +267.1% | +40.7% | +226.3% | +219.0% |
| 5Y | +362.8% | -62.3% | +425.1% | +327.6% |
| 10Y | +540.2% | +162.2% | +377.9% | +304.8% |
| All | +540.2% | +142.4% | +397.8% | +304.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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