+390.2%
HPE vs WM
+332.5%
+57.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.4% |
| 7D | +0.3% | +0.8% | -0.4% | 0.0% |
| 30D | -28.6% | +13.8% | -42.4% | -32.4% |
| 3M | -7.4% | +6.4% | -13.8% | -10.2% |
| 6M | +63.7% | +13.2% | +50.5% | +52.4% |
| YTD | +111.7% | +10.8% | +100.9% | +98.1% |
| 1Y | +123.5% | +20.2% | +103.3% | +100.4% |
| 3Y | +238.7% | +46.5% | +192.2% | +161.2% |
| 5Y | +261.0% | +61.3% | +199.8% | +157.0% |
| 10Y | +390.2% | +324.8% | +65.4% | +109.8% |
| All | +390.2% | +332.5% | +57.7% | +109.8% |
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