+99.2%
WMT vs HPE
+242.3%
-143.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.2% | +6.2% | +0.2% |
| 7D | -2.5% | +1.4% | -3.9% | -2.6% |
| 30D | -6.4% | +1.5% | -8.0% | -6.6% |
| 3M | -12.1% | +21.7% | -33.9% | -13.1% |
| 6M | -15.0% | +164.2% | -179.1% | -22.3% |
| YTD | -4.5% | +132.1% | -136.5% | -11.8% |
| 1Y | +6.2% | +130.6% | -124.5% | -2.0% |
| All | +99.2% | +242.3% | -143.2% | +69.0% |
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