+237.8%
HPE vs WAT
+86.6%
+151.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +5.1% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | -28.6% | +9.0% | -37.5% | -30.2% |
| 3M | -7.4% | +13.5% | -20.8% | -10.5% |
| 6M | +63.7% | +35.3% | +28.4% | +50.1% |
| YTD | +111.7% | +24.0% | +87.7% | +97.3% |
| 1Y | +123.5% | +22.0% | +101.5% | +109.2% |
| All | +237.8% | +86.6% | +151.3% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling