+129.2%
HPE vs WAT
+41.4%
+87.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.3% |
| 7D | -0.6% | -1.3% | +0.7% | -0.3% |
| 30D | -2.3% | +2.3% | -4.6% | -2.7% |
| 3M | -2.9% | +8.7% | -11.6% | -4.5% |
| 6M | +143.6% | +28.3% | +115.2% | +130.6% |
| YTD | +118.5% | +7.8% | +110.7% | +110.7% |
| 1Y | +129.2% | +36.6% | +92.6% | +113.9% |
| All | +129.2% | +41.4% | +87.8% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling