+125.6%
WFC vs HPE
+240.9%
-115.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +1.7% | +13.6% | -11.9% | -0.9% |
| 30D | +6.8% | -27.1% | +34.0% | +13.3% |
| 3M | -3.0% | -14.5% | +11.5% | -1.5% |
| 6M | +15.4% | +66.9% | -51.5% | -4.4% |
| YTD | -5.9% | +111.3% | -117.2% | -28.2% |
| 1Y | +1.7% | +117.5% | -115.8% | -23.3% |
| All | +125.6% | +240.9% | -115.3% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling