+249.2%
HPE vs W
+44.2%
+205.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.5% | +7.2% | +7.6% |
| 7D | +10.1% | +6.5% | +3.7% | +8.7% |
| 30D | +5.3% | -6.2% | +11.5% | +6.4% |
| 3M | +12.7% | +48.9% | -36.2% | +1.3% |
| 6M | +167.7% | +31.2% | +136.5% | +145.5% |
| YTD | +135.5% | -0.4% | +135.9% | +127.0% |
| 1Y | +143.4% | +14.8% | +128.6% | +123.9% |
| 3Y | +249.2% | +40.5% | +208.7% | +165.5% |
| All | +249.2% | +44.2% | +205.0% | +165.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling