+114.4%
HPE vs W
+0.7%
+113.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.8% |
| 7D | +7.9% | +0.2% | +7.7% | +7.8% |
| 30D | -23.5% | +6.8% | -30.3% | -23.9% |
| 3M | -19.1% | +10.7% | -29.7% | -20.0% |
| 6M | +51.4% | +86.3% | -34.9% | +35.4% |
| YTD | +103.4% | +11.5% | +92.0% | +90.2% |
| 1Y | +114.4% | +5.1% | +109.3% | +101.2% |
| All | +114.4% | +0.7% | +113.7% | +101.2% |
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