+232.1%
HPE vs WM
+59.1%
+173.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.3% |
| 7D | -18.7% | +1.2% | -19.9% | -18.7% |
| 30D | -37.9% | +13.1% | -51.0% | -37.9% |
| 3M | -14.4% | +3.6% | -18.0% | -14.1% |
| 6M | +48.2% | +8.1% | +40.1% | +47.4% |
| YTD | +88.6% | +8.9% | +79.7% | +87.2% |
| 1Y | +94.8% | +20.3% | +74.4% | +89.1% |
| 3Y | +202.7% | +46.2% | +156.5% | +169.0% |
| All | +232.1% | +59.1% | +173.0% | +179.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling