+597.9%
HPE vs WMB
+205.7%
+392.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.4% |
| 7D | +13.6% | +8.1% | +5.5% | +10.7% |
| 30D | -27.1% | -6.9% | -20.2% | -25.0% |
| 3M | -14.5% | -5.1% | -9.4% | -12.6% |
| 6M | +66.9% | -5.7% | +72.7% | +70.6% |
| YTD | +111.3% | +18.1% | +93.3% | +99.8% |
| 1Y | +117.5% | +18.4% | +99.1% | +105.3% |
| 3Y | +238.1% | +122.7% | +115.4% | +159.8% |
| 5Y | +292.4% | +202.0% | +90.3% | +173.0% |
| 10Y | +389.3% | +283.8% | +105.5% | +199.4% |
| All | +597.9% | +205.7% | +392.2% | +307.1% |
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