+396.0%
HPE vs WY
-22.2%
+418.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.3% | +12.1% | +12.3% |
| 7D | +19.4% | -4.2% | +23.6% | +21.6% |
| 30D | +5.6% | -10.1% | +15.7% | +10.4% |
| 3M | +33.1% | -8.5% | +41.6% | +37.0% |
| 6M | +192.5% | -3.3% | +195.8% | +192.4% |
| YTD | +160.9% | -4.4% | +165.3% | +160.6% |
| 1Y | +155.0% | -11.5% | +166.4% | +164.0% |
| 3Y | +289.4% | -24.3% | +313.7% | +326.3% |
| All | +396.0% | -22.2% | +418.2% | +452.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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