+13.8%
WFC vs HPE
+134.8%
-121.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.2% | +6.0% | +0.5% |
| 7D | +0.3% | +1.4% | -1.1% | 0.0% |
| 30D | +2.3% | +1.5% | +0.7% | +1.9% |
| 3M | +9.8% | +21.7% | -12.0% | +6.3% |
| 6M | +15.6% | +164.2% | -148.6% | -6.5% |
| YTD | -2.4% | +132.1% | -134.5% | -18.6% |
| 1Y | +13.8% | +130.6% | -116.8% | -3.3% |
| All | +13.8% | +134.8% | -121.0% | -3.3% |
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