+599.2%
HPE vs WING
+763.5%
-164.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.5% | +5.0% |
| 7D | +0.3% | -0.5% | +0.9% | +0.4% |
| 30D | -28.6% | +32.3% | -60.9% | -31.2% |
| 3M | -7.4% | +50.2% | -57.5% | -12.5% |
| 6M | +63.7% | +31.7% | +32.0% | +55.5% |
| YTD | +111.7% | -29.6% | +141.3% | +116.5% |
| 1Y | +123.5% | -29.7% | +153.2% | +128.2% |
| 3Y | +238.7% | -19.8% | +258.5% | +226.4% |
| 5Y | +261.0% | +3.1% | +258.0% | +221.9% |
| 10Y | +390.2% | +682.9% | -292.7% | +173.3% |
| All | +599.2% | +763.5% | -164.3% | +275.7% |
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 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