+621.7%
HPE vs W
+135.3%
+486.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.5% | -7.0% | -4.8% |
| 7D | -0.6% | -4.2% | +3.6% | 0.0% |
| 30D | -2.3% | -7.6% | +5.3% | -1.3% |
| 3M | -2.9% | +37.2% | -40.0% | -8.3% |
| 6M | +143.6% | +26.3% | +117.2% | +131.5% |
| YTD | +118.5% | -1.0% | +119.5% | +113.7% |
| 1Y | +129.2% | +20.1% | +109.1% | +116.2% |
| 3Y | +212.5% | +37.8% | +174.7% | +172.6% |
| 5Y | +286.9% | -63.7% | +350.6% | +260.1% |
| 10Y | +432.3% | +156.3% | +276.0% | +219.7% |
| All | +621.7% | +135.3% | +486.4% | +335.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling