+571.9%
HPE vs WU
-32.0%
+603.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -4.3% |
| 7D | +7.9% | -2.0% | +9.9% | +8.6% |
| 30D | -23.5% | +11.4% | -34.9% | -27.7% |
| 3M | -19.1% | -6.8% | -12.3% | -17.9% |
| 6M | +51.4% | -14.6% | +66.0% | +55.9% |
| YTD | +103.4% | -20.6% | +124.1% | +115.6% |
| 1Y | +114.4% | -15.4% | +129.8% | +119.7% |
| 3Y | +224.7% | -23.6% | +248.3% | +237.0% |
| 5Y | +277.8% | -43.4% | +321.1% | +346.1% |
| 10Y | +371.1% | -38.8% | +409.9% | +404.4% |
| All | +571.9% | -32.0% | +603.9% | +568.4% |
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