+362.8%
HPE vs WAB
+224.0%
+138.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +6.1% |
| 7D | +13.6% | +0.2% | +13.4% | +13.4% |
| 30D | +7.7% | -4.6% | +12.3% | +11.3% |
| 3M | +22.4% | +5.6% | +16.7% | +16.9% |
| 6M | +172.6% | +13.8% | +158.8% | +145.9% |
| YTD | +147.5% | +31.9% | +115.7% | +100.5% |
| 1Y | +151.8% | +48.3% | +103.5% | +87.3% |
| 3Y | +267.1% | +167.1% | +99.9% | +81.6% |
| 5Y | +362.8% | +222.9% | +139.9% | +95.7% |
| All | +362.8% | +224.0% | +138.8% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling