+1,228.2%
WDC vs HPE
+506.0%
+722.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.2% | +1.8% | -0.5% |
| 7D | +4.4% | +1.4% | +3.0% | +2.9% |
| 30D | +5.3% | +1.5% | +3.7% | +3.4% |
| 3M | -5.9% | +21.7% | -27.7% | -16.8% |
| 6M | +73.2% | +164.2% | -90.9% | -10.3% |
| YTD | +167.8% | +132.1% | +35.8% | +49.4% |
| 1Y | +386.0% | +130.6% | +255.3% | +168.5% |
| 3Y | +1,309.7% | +244.1% | +1,065.6% | +454.7% |
| 5Y | +957.1% | +340.8% | +616.3% | +243.9% |
| All | +1,228.2% | +506.0% | +722.2% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 10y: compounded portfolio wealth divided by compounded HPE 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…
10y analysis · Full analysis span regression · 6 months rolling