+571.9%
HPE vs WWD
+726.3%
-154.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | +7.9% | +4.0% | +3.9% | +5.9% |
| 30D | -23.5% | +0.4% | -23.9% | -23.6% |
| 3M | -19.1% | -7.9% | -11.2% | -15.7% |
| 6M | +51.4% | -10.6% | +62.0% | +58.2% |
| YTD | +103.4% | +9.4% | +94.0% | +89.3% |
| 1Y | +114.4% | +25.7% | +88.6% | +84.6% |
| 3Y | +224.7% | +148.5% | +76.1% | +94.1% |
| 5Y | +277.8% | +189.5% | +88.3% | +103.6% |
| 10Y | +371.1% | +451.8% | -80.7% | +58.3% |
| All | +571.9% | +726.3% | -154.4% | +59.1% |
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