+522.9%
HPE vs WM
+454.2%
+68.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.1% |
| 7D | -18.7% | +1.2% | -19.9% | -19.3% |
| 30D | -37.9% | +13.1% | -51.0% | -41.2% |
| 3M | -14.4% | +3.6% | -18.0% | -16.3% |
| 6M | +48.2% | +8.1% | +40.1% | +40.3% |
| YTD | +88.6% | +8.9% | +79.7% | +77.2% |
| 1Y | +94.8% | +20.3% | +74.4% | +73.5% |
| 3Y | +202.7% | +46.2% | +156.5% | +132.0% |
| 5Y | +231.6% | +59.9% | +171.8% | +135.4% |
| 10Y | +361.9% | +345.6% | +16.3% | +70.5% |
| All | +522.9% | +454.2% | +68.7% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling