+237.8%
HPE vs WING
-19.8%
+257.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.5% | +4.9% |
| 7D | +0.3% | -0.5% | +0.9% | +0.3% |
| 30D | -28.6% | +32.3% | -60.9% | -29.6% |
| 3M | -7.4% | +50.2% | -57.5% | -9.6% |
| 6M | +63.7% | +31.7% | +32.0% | +59.3% |
| YTD | +111.7% | -29.6% | +141.3% | +117.0% |
| 1Y | +123.5% | -29.7% | +153.2% | +128.6% |
| All | +237.8% | -19.8% | +257.6% | +296.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling