+224.7%
HPE vs WAB
+168.8%
+55.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.1% |
| 7D | +7.9% | +5.1% | +2.8% | +4.0% |
| 30D | -23.5% | +4.0% | -27.5% | -25.4% |
| 3M | -19.1% | +0.1% | -19.2% | -19.0% |
| 6M | +51.4% | +12.8% | +38.6% | +38.2% |
| YTD | +103.4% | +40.1% | +63.4% | +55.6% |
| 1Y | +114.4% | +46.4% | +68.0% | +58.3% |
| 3Y | +224.7% | +167.4% | +57.3% | +62.8% |
| All | +224.7% | +168.8% | +55.8% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling