+677.7%
HPE vs WY
+18.5%
+659.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.4% | +9.2% | +8.5% |
| 7D | +10.1% | -2.1% | +12.2% | +11.2% |
| 30D | +5.3% | -10.5% | +15.8% | +10.9% |
| 3M | +12.7% | -4.9% | +17.5% | +14.2% |
| 6M | +167.7% | -4.9% | +172.6% | +170.2% |
| YTD | +135.5% | -1.7% | +137.1% | +132.3% |
| 1Y | +143.4% | -9.4% | +152.8% | +149.7% |
| 3Y | +249.2% | -22.3% | +271.5% | +279.5% |
| 5Y | +343.8% | -20.5% | +364.4% | +370.0% |
| 10Y | +495.9% | +4.9% | +490.9% | +394.1% |
| All | +677.7% | +18.5% | +659.1% | +510.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling