+621.7%
HPE vs WM
+411.4%
+210.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.0% |
| 7D | -0.6% | -0.3% | -0.3% | -0.4% |
| 30D | -2.3% | -2.4% | +0.1% | -1.4% |
| 3M | -2.9% | +0.4% | -3.3% | -4.3% |
| 6M | +143.6% | -9.5% | +153.0% | +150.8% |
| YTD | +118.5% | +0.5% | +118.0% | +113.6% |
| 1Y | +129.2% | -1.1% | +130.3% | +124.8% |
| 3Y | +212.5% | +46.0% | +166.5% | +136.8% |
| 5Y | +286.9% | +51.8% | +235.1% | +179.8% |
| 10Y | +432.3% | +307.5% | +124.8% | +105.6% |
| All | +621.7% | +411.4% | +210.3% | +130.9% |
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 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