+135.9%
WMT vs HPE
+394.3%
-258.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.4% | -11.1% | +0.5% |
| 7D | 0.0% | +19.4% | -19.4% | -1.3% |
| 30D | -7.4% | +5.6% | -13.0% | -7.9% |
| 3M | -10.9% | +33.1% | -43.9% | -12.9% |
| 6M | -12.7% | +192.5% | -205.1% | -22.0% |
| YTD | -3.2% | +160.9% | -164.1% | -12.6% |
| 1Y | +5.3% | +155.0% | -149.7% | -4.9% |
| 3Y | +101.9% | +289.4% | -187.5% | +67.3% |
| All | +135.9% | +394.3% | -258.4% | +89.4% |
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