+563.1%
HPE vs WPM
+558.4%
+4.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.1% | +10.4% | +12.2% |
| 7D | +19.4% | -0.6% | +20.0% | +19.5% |
| 30D | +5.6% | +14.4% | -8.8% | +4.2% |
| 3M | +33.1% | +37.0% | -3.9% | +28.9% |
| 6M | +192.5% | +4.1% | +188.3% | +189.1% |
| YTD | +160.9% | +31.7% | +129.2% | +153.5% |
| 1Y | +155.0% | +44.2% | +110.8% | +145.7% |
| 3Y | +289.4% | +265.5% | +23.9% | +250.6% |
| 5Y | +395.7% | +262.5% | +133.2% | +341.5% |
| All | +563.1% | +558.4% | +4.7% | +513.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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