+621.7%
HPE vs WING
+465.6%
+156.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.4% |
| 7D | -0.6% | -3.9% | +3.3% | -0.1% |
| 30D | -2.3% | -11.6% | +9.3% | -1.1% |
| 3M | -2.9% | -24.2% | +21.3% | -0.3% |
| 6M | +143.6% | -54.1% | +197.6% | +165.6% |
| YTD | +118.5% | -53.9% | +172.4% | +136.5% |
| 1Y | +129.2% | -64.4% | +193.6% | +156.5% |
| 3Y | +212.5% | -30.2% | +242.7% | +204.2% |
| 5Y | +286.9% | -34.1% | +321.0% | +265.4% |
| 10Y | +432.3% | +342.1% | +90.2% | +228.0% |
| All | +621.7% | +465.6% | +156.1% | +310.5% |
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