+155.0%
HPE vs WBD
+122.7%
+32.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.6% | +13.0% | +12.5% |
| 7D | +19.4% | -0.7% | +20.1% | +19.5% |
| 30D | +5.6% | +1.4% | +4.2% | +5.3% |
| 3M | +33.1% | +4.4% | +28.7% | +32.2% |
| 6M | +192.5% | +0.8% | +191.6% | +191.6% |
| YTD | +160.9% | -2.7% | +163.6% | +161.1% |
| 1Y | +155.0% | +73.4% | +81.6% | +143.4% |
| All | +155.0% | +122.7% | +32.2% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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