+563.1%
HPE vs WU
-39.1%
+602.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.6% | +11.9% | +12.2% |
| 7D | +19.4% | -3.5% | +22.9% | +21.1% |
| 30D | +5.6% | -2.9% | +8.6% | +6.8% |
| 3M | +33.1% | -2.3% | +35.3% | +30.9% |
| 6M | +192.5% | -25.4% | +217.8% | +223.6% |
| YTD | +160.9% | -21.2% | +182.1% | +180.9% |
| 1Y | +155.0% | -8.9% | +163.8% | +153.8% |
| 3Y | +289.4% | -29.0% | +318.4% | +322.9% |
| 5Y | +395.7% | -50.7% | +446.4% | +536.1% |
| All | +563.1% | -39.1% | +602.2% | +638.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling