+343.8%
HPE vs WMB
+282.7%
+61.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.3% | +5.5% | +6.7% |
| 7D | +10.1% | +0.8% | +9.3% | +9.8% |
| 30D | +5.3% | +7.7% | -2.4% | +1.8% |
| 3M | +12.7% | +6.7% | +6.0% | +8.9% |
| 6M | +167.7% | +3.6% | +164.0% | +161.3% |
| YTD | +135.5% | +28.0% | +107.5% | +106.2% |
| 1Y | +143.4% | +37.6% | +105.8% | +104.5% |
| 3Y | +249.2% | +149.0% | +100.1% | +117.5% |
| 5Y | +343.8% | +285.3% | +58.5% | +113.2% |
| All | +343.8% | +282.7% | +61.2% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling