+340.5%
HPE vs WM
+339.4%
+1.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.1% |
| 7D | -18.7% | +1.2% | -19.9% | -19.2% |
| 30D | -37.9% | +13.1% | -51.0% | -41.1% |
| 3M | -14.4% | +3.6% | -18.0% | -16.2% |
| 6M | +48.2% | +8.1% | +40.1% | +40.6% |
| YTD | +88.6% | +8.9% | +79.7% | +77.5% |
| 1Y | +94.8% | +20.3% | +74.4% | +74.0% |
| 3Y | +202.7% | +46.2% | +156.5% | +132.7% |
| 5Y | +231.6% | +59.9% | +171.8% | +136.1% |
| All | +340.5% | +339.4% | +1.1% | +89.2% |
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