+246.3%
HPE vs WWD
+164.0%
+82.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.8% | -5.7% |
| 7D | +1.4% | -2.9% | +4.3% | +2.5% |
| 30D | +1.5% | -6.6% | +8.1% | +4.3% |
| 3M | +21.7% | -9.3% | +31.1% | +25.8% |
| 6M | +164.2% | -13.6% | +177.8% | +175.8% |
| YTD | +132.1% | +10.4% | +121.7% | +114.5% |
| 1Y | +130.6% | +39.9% | +90.8% | +86.2% |
| All | +246.3% | +164.0% | +82.3% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling