+396.0%
HPE vs WBD
+6.4%
+389.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.6% | +13.0% | +12.6% |
| 7D | +19.4% | -0.7% | +20.1% | +19.5% |
| 30D | +5.6% | +1.4% | +4.2% | +5.2% |
| 3M | +33.1% | +4.4% | +28.7% | +31.8% |
| 6M | +192.5% | +0.8% | +191.6% | +191.9% |
| YTD | +160.9% | -2.7% | +163.6% | +162.2% |
| 1Y | +155.0% | +73.4% | +81.6% | +124.9% |
| 3Y | +289.4% | +142.1% | +147.3% | +202.5% |
| All | +396.0% | +6.4% | +389.6% | +355.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling