+89.6%
HPE vs WETO
-99.3%
+188.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.5% | -8.4% | -11.9% |
| 7D | -25.0% | +4.5% | -29.5% | -24.9% |
| 30D | -37.3% | -17.7% | -19.6% | -37.3% |
| 3M | -16.8% | -83.1% | +66.2% | -16.4% |
| 6M | +47.8% | -98.3% | +146.1% | +46.6% |
| YTD | +86.0% | -99.0% | +185.1% | +85.3% |
| 1Y | +89.6% | -99.3% | +188.9% | +95.1% |
| All | +89.6% | -99.3% | +188.9% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling