+495.9%
HPE vs WM
+305.2%
+190.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.3% | +8.0% |
| 7D | +10.1% | -0.9% | +11.0% | +10.6% |
| 30D | +5.3% | -4.3% | +9.6% | +7.1% |
| 3M | +12.7% | +0.8% | +11.9% | +10.9% |
| 6M | +167.7% | -10.8% | +178.4% | +177.3% |
| YTD | +135.5% | -0.1% | +135.5% | +130.7% |
| 1Y | +143.4% | +1.0% | +142.4% | +136.1% |
| 3Y | +249.2% | +45.1% | +204.1% | +165.3% |
| 5Y | +343.8% | +52.1% | +291.7% | +219.8% |
| 10Y | +495.9% | +302.9% | +192.9% | +134.6% |
| All | +495.9% | +305.2% | +190.7% | +134.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling