+246.3%
HPE vs WU
-29.2%
+275.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -6.1% |
| 7D | +1.4% | -5.0% | +6.4% | +2.5% |
| 30D | +1.5% | -2.3% | +3.8% | +2.0% |
| 3M | +21.7% | -3.2% | +25.0% | +20.2% |
| 6M | +164.2% | -25.0% | +189.2% | +180.0% |
| YTD | +132.1% | -21.7% | +153.7% | +142.4% |
| 1Y | +130.6% | -9.0% | +139.6% | +128.6% |
| All | +246.3% | -29.2% | +275.5% | +251.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling