+802.0%
WDC vs HPE
+545.6%
+256.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.5% | +10.3% | +8.6% |
| 7D | +1.7% | -0.6% | +2.3% | +1.6% |
| 30D | -10.0% | -2.3% | -7.7% | -9.1% |
| 3M | -18.8% | -2.9% | -15.9% | -16.8% |
| 6M | +79.0% | +143.6% | -64.5% | -0.1% |
| YTD | +171.6% | +118.5% | +53.0% | +60.7% |
| 1Y | +417.4% | +129.2% | +288.2% | +193.1% |
| 3Y | +1,251.8% | +212.5% | +1,039.3% | +489.4% |
| 5Y | +911.7% | +286.9% | +624.8% | +278.1% |
| 10Y | +1,399.6% | +432.3% | +967.3% | +347.3% |
| All | +802.0% | +545.6% | +256.4% | +120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling