+571.9%
HPE vs WPM
+959.2%
-387.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.5% | -3.7% |
| 7D | +7.9% | -3.6% | +11.4% | +8.2% |
| 30D | -23.5% | +1.4% | -24.9% | -23.7% |
| 3M | -19.1% | -0.2% | -18.9% | -19.1% |
| 6M | +51.4% | -7.3% | +58.7% | +51.8% |
| YTD | +103.4% | +12.3% | +91.1% | +100.5% |
| 1Y | +114.4% | +24.9% | +89.5% | +109.6% |
| 3Y | +224.7% | +210.4% | +14.3% | +195.0% |
| 5Y | +277.8% | +210.4% | +67.4% | +239.6% |
| 10Y | +371.1% | +731.7% | -360.6% | +299.5% |
| All | +571.9% | +959.2% | -387.2% | +434.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling