+571.9%
HPE vs WING
+724.4%
-152.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +7.9% | -2.5% | +10.4% | +8.1% |
| 30D | -23.5% | +29.5% | -53.0% | -26.2% |
| 3M | -19.1% | +40.2% | -59.2% | -23.0% |
| 6M | +51.4% | +32.7% | +18.7% | +43.5% |
| YTD | +103.4% | -32.8% | +136.2% | +109.1% |
| 1Y | +114.4% | -31.7% | +146.1% | +119.5% |
| 3Y | +224.7% | -24.7% | +249.4% | +215.4% |
| 5Y | +277.8% | -0.5% | +278.2% | +237.9% |
| 10Y | +371.1% | +647.5% | -276.4% | +164.0% |
| All | +571.9% | +724.4% | -152.5% | +263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling