+51.4%
HPE vs WAB
+10.6%
+40.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.0% |
| 7D | +7.9% | +5.1% | +2.8% | +3.7% |
| 30D | -23.5% | +4.0% | -27.5% | -25.3% |
| 3M | -19.1% | +0.1% | -19.2% | -19.1% |
| 6M | +51.4% | +12.8% | +38.6% | +36.2% |
| All | +51.4% | +10.6% | +40.8% | +36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling