+116.4%
HPE vs WM
+21.9%
+94.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.6% | -7.3% | -4.3% |
| 7D | -17.0% | +5.9% | -22.9% | -12.8% |
| 30D | -26.7% | +15.4% | -42.1% | -17.2% |
| 3M | -4.1% | +6.3% | -10.5% | +2.9% |
| 6M | +75.4% | +5.6% | +69.8% | +91.2% |
| YTD | +111.0% | +9.9% | +101.1% | +136.5% |
| 1Y | +116.4% | +20.8% | +95.6% | +156.5% |
| All | +116.4% | +21.9% | +94.5% | +156.5% |
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