+957.1%
WDC vs HPE
+333.5%
+623.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.2% | +1.8% | -0.8% |
| 7D | +4.4% | +1.4% | +3.0% | +3.0% |
| 30D | +5.3% | +1.5% | +3.7% | +3.6% |
| 3M | -5.9% | +21.7% | -27.7% | -15.9% |
| 6M | +73.2% | +164.2% | -90.9% | -4.7% |
| YTD | +167.8% | +132.1% | +35.8% | +58.0% |
| 1Y | +386.0% | +130.6% | +255.3% | +184.1% |
| 3Y | +1,309.7% | +244.1% | +1,065.6% | +494.7% |
| 5Y | +957.1% | +340.8% | +616.3% | +262.8% |
| All | +957.1% | +333.5% | +623.5% | +262.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling