+2.5%
WFC vs HPE
+113.0%
-110.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.7% | +7.9% | +2.7% |
| 7D | +4.5% | -17.0% | +21.5% | +6.1% |
| 30D | +7.4% | -26.7% | +34.1% | +10.3% |
| 3M | -0.5% | -4.1% | +3.6% | -1.3% |
| 6M | +11.7% | +75.4% | -63.7% | -1.9% |
| YTD | -4.6% | +111.0% | -115.7% | -20.4% |
| 1Y | +2.5% | +116.4% | -113.9% | -15.3% |
| All | +2.5% | +113.0% | -110.5% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling