+597.9%
HPE vs WAT
+282.9%
+315.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.6% |
| 7D | +13.6% | +2.0% | +11.6% | +12.6% |
| 30D | -27.1% | +7.7% | -34.8% | -29.2% |
| 3M | -14.5% | +11.1% | -25.5% | -18.1% |
| 6M | +66.9% | +31.2% | +35.7% | +48.2% |
| YTD | +111.3% | +21.7% | +89.6% | +91.1% |
| 1Y | +117.5% | +19.3% | +98.2% | +98.3% |
| 3Y | +238.1% | +80.6% | +157.5% | +139.4% |
| 5Y | +292.4% | +29.5% | +262.9% | +218.6% |
| 10Y | +389.3% | +225.3% | +164.0% | +123.1% |
| All | +597.9% | +282.9% | +315.1% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling