+155.0%
HPE vs WETO
-98.9%
+253.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -5.4% | +17.9% | +12.4% |
| 7D | +19.4% | -4.3% | +23.7% | +19.4% |
| 30D | +5.6% | -39.9% | +45.5% | +6.1% |
| 3M | +33.1% | -97.9% | +131.0% | +37.7% |
| 6M | +192.5% | -95.0% | +287.5% | +183.6% |
| YTD | +160.9% | -97.2% | +258.1% | +158.6% |
| 1Y | +155.0% | -98.9% | +253.9% | +161.2% |
| All | +155.0% | -98.9% | +253.9% | +161.2% |
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