+489.7%
HPE vs WAB
+292.7%
+197.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.2% | -6.2% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +1.5% | -5.9% | +7.4% | +5.0% |
| 3M | +21.7% | +9.4% | +12.4% | +15.3% |
| 6M | +164.2% | +13.8% | +150.3% | +144.5% |
| YTD | +132.1% | +31.8% | +100.3% | +97.9% |
| 1Y | +130.6% | +48.5% | +82.1% | +84.2% |
| 3Y | +244.1% | +167.0% | +77.2% | +102.2% |
| 5Y | +340.8% | +222.3% | +118.5% | +133.9% |
| All | +489.7% | +292.7% | +197.1% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling