+116.4%
HPE vs WAT
+32.9%
+83.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.3% | -6.2% |
| 7D | -17.0% | -1.9% | -15.0% | -16.5% |
| 30D | -26.7% | +6.2% | -33.0% | -27.8% |
| 3M | -4.1% | +18.1% | -22.2% | -8.1% |
| 6M | +75.4% | +54.9% | +20.5% | +57.0% |
| YTD | +111.0% | +23.1% | +87.9% | +95.9% |
| 1Y | +116.4% | +27.3% | +89.1% | +97.1% |
| All | +116.4% | +32.9% | +83.5% | +97.1% |
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