+116.4%
HPE vs WING
-23.2%
+139.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.7% | -9.4% | -5.4% |
| 7D | -17.0% | +21.0% | -37.9% | -16.2% |
| 30D | -26.7% | +56.9% | -83.6% | -25.7% |
| 3M | -4.1% | +38.4% | -42.5% | -3.0% |
| 6M | +75.4% | +12.0% | +63.4% | +75.6% |
| YTD | +111.0% | -29.2% | +140.3% | +115.9% |
| 1Y | +116.4% | -28.8% | +145.2% | +117.7% |
| All | +116.4% | -23.2% | +139.6% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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