+621.7%
HPE vs WAT
+239.1%
+382.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.1% |
| 7D | -0.6% | -1.3% | +0.7% | 0.0% |
| 30D | -2.3% | +2.3% | -4.6% | -3.3% |
| 3M | -2.9% | +8.7% | -11.6% | -6.5% |
| 6M | +143.6% | +28.3% | +115.2% | +116.5% |
| YTD | +118.5% | +7.8% | +110.7% | +107.8% |
| 1Y | +129.2% | +36.6% | +92.6% | +94.4% |
| 3Y | +212.5% | +45.7% | +166.8% | +143.0% |
| 5Y | +286.9% | -3.3% | +290.2% | +261.1% |
| 10Y | +432.3% | +162.1% | +270.2% | +167.1% |
| All | +621.7% | +239.1% | +382.6% | +181.5% |
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