+621.7%
HPE vs WAB
+233.5%
+388.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.9% |
| 7D | -0.6% | -3.2% | +2.6% | +1.2% |
| 30D | -2.3% | -4.4% | +2.1% | +0.2% |
| 3M | -2.9% | +7.9% | -10.7% | -7.3% |
| 6M | +143.6% | +8.7% | +134.9% | +131.2% |
| YTD | +118.5% | +33.0% | +85.5% | +85.4% |
| 1Y | +129.2% | +46.7% | +82.6% | +84.2% |
| 3Y | +212.5% | +153.0% | +59.5% | +88.0% |
| 5Y | +286.9% | +222.3% | +64.6% | +104.2% |
| 10Y | +432.3% | +291.0% | +141.4% | +122.9% |
| All | +621.7% | +233.5% | +388.2% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling