+599.2%
HPE vs WMB
+203.4%
+395.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.7% | +4.1% |
| 7D | +0.3% | +1.6% | -1.2% | 0.0% |
| 30D | -28.6% | -7.1% | -21.5% | -26.5% |
| 3M | -7.4% | -4.0% | -3.4% | -5.6% |
| 6M | +63.7% | -5.7% | +69.4% | +67.2% |
| YTD | +111.7% | +17.2% | +94.5% | +100.6% |
| 1Y | +123.5% | +17.2% | +106.3% | +111.7% |
| 3Y | +238.7% | +121.1% | +117.6% | +161.0% |
| 5Y | +261.0% | +197.2% | +63.8% | +152.5% |
| 10Y | +390.2% | +280.9% | +109.3% | +200.7% |
| All | +599.2% | +203.4% | +395.8% | +308.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling