+1,394.6%
WDC vs HPE
+265.2%
+1,129.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | -1.6% |
| 7D | +7.5% | +13.6% | -6.2% | +0.1% |
| 30D | +10.1% | +7.7% | +2.3% | +5.4% |
| 3M | -6.8% | +22.4% | -29.2% | -15.9% |
| 6M | +84.1% | +172.6% | -88.5% | +9.3% |
| YTD | +180.3% | +147.5% | +32.7% | +73.8% |
| 1Y | +411.1% | +151.8% | +259.3% | +210.5% |
| All | +1,394.6% | +265.2% | +1,129.4% | +622.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling