+677.7%
HPE vs WBD
-1.2%
+678.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.2% | +7.9% |
| 7D | +10.1% | -0.7% | +10.8% | +10.3% |
| 30D | +5.3% | +5.0% | +0.3% | +3.9% |
| 3M | +12.7% | +6.2% | +6.4% | +10.8% |
| 6M | +167.7% | +0.6% | +167.1% | +167.3% |
| YTD | +135.5% | -2.4% | +137.9% | +136.8% |
| 1Y | +143.4% | +127.7% | +15.7% | +90.4% |
| 3Y | +249.2% | +148.4% | +100.8% | +150.7% |
| 5Y | +343.8% | +4.2% | +339.6% | +286.4% |
| 10Y | +495.9% | +10.8% | +485.1% | +319.9% |
| All | +677.7% | -1.2% | +678.8% | +484.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling