+249.2%
HPE vs WAT
+49.0%
+200.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.6% | +9.3% | +8.2% |
| 7D | +10.1% | -0.7% | +10.9% | +10.3% |
| 30D | +5.3% | -1.0% | +6.3% | +5.5% |
| 3M | +12.7% | +10.9% | +1.8% | +9.3% |
| 6M | +167.7% | +33.2% | +134.5% | +145.8% |
| YTD | +135.5% | +6.1% | +129.4% | +129.1% |
| 1Y | +143.4% | +30.2% | +113.2% | +121.7% |
| 3Y | +249.2% | +52.9% | +196.3% | +202.9% |
| All | +249.2% | +49.0% | +200.1% | +202.9% |
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 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