+390.2%
HPE vs WMB
+278.0%
+112.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.7% | +3.8% |
| 7D | +0.3% | +1.6% | -1.2% | -0.1% |
| 30D | -28.6% | -7.1% | -21.5% | -25.7% |
| 3M | -7.4% | -4.0% | -3.4% | -5.0% |
| 6M | +63.7% | -5.7% | +69.4% | +68.4% |
| YTD | +111.7% | +17.2% | +94.5% | +96.0% |
| 1Y | +123.5% | +17.2% | +106.3% | +106.7% |
| 3Y | +238.7% | +121.1% | +117.6% | +132.8% |
| 5Y | +261.0% | +197.2% | +63.8% | +114.6% |
| 10Y | +390.2% | +280.9% | +109.3% | +143.5% |
| All | +390.2% | +278.0% | +112.2% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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