+155.0%
HPE vs W
+10.7%
+144.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.1% | +11.3% | +12.3% |
| 7D | +19.4% | -0.9% | +20.3% | +19.6% |
| 30D | +5.6% | -4.2% | +9.9% | +6.1% |
| 3M | +33.1% | +26.9% | +6.2% | +27.3% |
| 6M | +192.5% | +31.2% | +161.2% | +175.7% |
| YTD | +160.9% | -1.8% | +162.8% | +150.4% |
| 1Y | +155.0% | +9.3% | +145.6% | +138.6% |
| All | +155.0% | +10.7% | +144.2% | +138.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling