+599.2%
HPE vs W
+170.8%
+428.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.6% |
| 7D | +0.3% | -7.4% | +7.7% | +1.5% |
| 30D | -28.6% | +7.8% | -36.4% | -29.4% |
| 3M | -7.4% | +10.9% | -18.2% | -9.2% |
| 6M | +63.7% | +86.4% | -22.8% | +47.1% |
| YTD | +111.7% | +14.0% | +97.7% | +102.2% |
| 1Y | +123.5% | +3.5% | +120.0% | +115.9% |
| 3Y | +238.7% | +164.8% | +73.9% | +172.2% |
| 5Y | +261.0% | -53.1% | +314.1% | +224.0% |
| 10Y | +390.2% | +220.4% | +169.8% | +184.6% |
| All | +599.2% | +170.8% | +428.4% | +312.4% |
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