+489.7%
HPE vs WWD
+490.2%
-0.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.8% | -5.6% |
| 7D | +1.4% | -2.9% | +4.3% | +2.7% |
| 30D | +1.5% | -6.6% | +8.1% | +4.7% |
| 3M | +21.7% | -9.3% | +31.1% | +26.4% |
| 6M | +164.2% | -13.6% | +177.8% | +177.6% |
| YTD | +132.1% | +10.4% | +121.7% | +115.3% |
| 1Y | +130.6% | +39.9% | +90.8% | +88.9% |
| 3Y | +244.1% | +165.0% | +79.1% | +103.2% |
| 5Y | +340.8% | +183.8% | +157.0% | +145.4% |
| All | +489.7% | +490.2% | -0.5% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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