+246.3%
HPE vs WBD
+147.2%
+99.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.0% | -7.3% | -6.5% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | +1.5% | +4.2% | -2.6% | +0.6% |
| 3M | +21.7% | +7.5% | +14.2% | +19.9% |
| 6M | +164.2% | +1.6% | +162.6% | +163.3% |
| YTD | +132.1% | -2.2% | +134.2% | +132.9% |
| 1Y | +130.6% | +124.9% | +5.8% | +91.3% |
| All | +246.3% | +147.2% | +99.2% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling