+571.9%
HPE vs WAB
+251.3%
+320.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.2% |
| 7D | +7.9% | +5.1% | +2.8% | +5.0% |
| 30D | -23.5% | +4.0% | -27.5% | -25.0% |
| 3M | -19.1% | +0.1% | -19.2% | -18.9% |
| 6M | +51.4% | +12.8% | +38.6% | +41.6% |
| YTD | +103.4% | +40.1% | +63.4% | +68.0% |
| 1Y | +114.4% | +46.4% | +68.0% | +72.8% |
| 3Y | +224.7% | +167.4% | +57.3% | +90.1% |
| 5Y | +277.8% | +215.0% | +62.7% | +101.4% |
| 10Y | +371.1% | +269.2% | +101.9% | +104.9% |
| All | +571.9% | +251.3% | +320.6% | +166.8% |
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 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