+621.7%
HPE vs WWD
+767.3%
-145.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -5.0% |
| 7D | -0.6% | +1.3% | -1.9% | -1.2% |
| 30D | -2.3% | -7.2% | +4.9% | +1.2% |
| 3M | -2.9% | -3.8% | +1.0% | -1.9% |
| 6M | +143.6% | -9.9% | +153.5% | +151.4% |
| YTD | +118.5% | +14.8% | +103.7% | +98.4% |
| 1Y | +129.2% | +42.1% | +87.1% | +85.1% |
| 3Y | +212.5% | +170.8% | +41.7% | +78.7% |
| 5Y | +286.9% | +197.5% | +89.4% | +105.3% |
| 10Y | +432.3% | +477.8% | -45.5% | +74.7% |
| All | +621.7% | +767.3% | -145.6% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling