+129.2%
HPE vs WM
-0.9%
+130.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -5.1% |
| 7D | -0.6% | -0.3% | -0.3% | -0.8% |
| 30D | -2.3% | -2.4% | +0.1% | -3.5% |
| 3M | -2.9% | +0.4% | -3.3% | -3.2% |
| 6M | +143.6% | -9.5% | +153.0% | +144.7% |
| YTD | +118.5% | +0.5% | +118.0% | +122.1% |
| 1Y | +129.2% | -1.1% | +130.3% | +140.5% |
| All | +129.2% | -0.9% | +130.1% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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