+621.7%
HPE vs WU
-30.0%
+651.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.1% |
| 7D | -0.6% | -0.8% | +0.2% | -0.2% |
| 30D | -2.3% | -1.1% | -1.2% | -1.9% |
| 3M | -2.9% | -3.9% | +1.0% | -3.5% |
| 6M | +143.6% | -20.7% | +164.2% | +163.3% |
| YTD | +118.5% | -18.4% | +136.9% | +132.5% |
| 1Y | +129.2% | -8.1% | +137.3% | +127.7% |
| 3Y | +212.5% | -24.2% | +236.7% | +229.9% |
| 5Y | +286.9% | -50.4% | +337.4% | +402.8% |
| 10Y | +432.3% | -40.0% | +472.4% | +492.9% |
| All | +621.7% | -30.0% | +651.7% | +620.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling