+362.8%
HPE vs WWD
+191.3%
+171.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.3% |
| 7D | +13.6% | +0.6% | +13.0% | +13.2% |
| 30D | +7.7% | -5.1% | +12.8% | +10.1% |
| 3M | +22.4% | -11.2% | +33.6% | +28.1% |
| 6M | +172.6% | -12.0% | +184.6% | +183.3% |
| YTD | +147.5% | +12.0% | +135.5% | +127.5% |
| 1Y | +151.8% | +42.8% | +109.0% | +102.5% |
| 3Y | +267.1% | +168.9% | +98.1% | +110.6% |
| 5Y | +362.8% | +192.2% | +170.6% | +142.7% |
| All | +362.8% | +191.3% | +171.5% | +142.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling