+114.4%
HPE vs WM
+21.5%
+92.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.8% |
| 7D | +7.9% | +3.2% | +4.7% | +10.7% |
| 30D | -23.5% | +13.0% | -36.5% | -14.7% |
| 3M | -19.1% | +9.2% | -28.3% | -11.3% |
| 6M | +51.4% | +13.6% | +37.8% | +68.7% |
| YTD | +103.4% | +12.4% | +91.0% | +131.4% |
| 1Y | +114.4% | +21.2% | +93.2% | +158.9% |
| All | +114.4% | +21.5% | +92.9% | +158.9% |
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