+128.3%
WFC vs HPE
+368.2%
-239.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.4% |
| 7D | +0.4% | +13.6% | -13.2% | -3.7% |
| 30D | +2.5% | +7.7% | -5.3% | -0.4% |
| 3M | +10.0% | +22.4% | -12.4% | +1.7% |
| 6M | +15.1% | +172.6% | -157.5% | -22.9% |
| YTD | -2.2% | +147.5% | -149.7% | -32.3% |
| 1Y | +13.5% | +151.8% | -138.3% | -22.7% |
| 3Y | +135.2% | +267.1% | -131.8% | +28.7% |
| 5Y | +128.3% | +362.8% | -234.4% | +9.7% |
| All | +128.3% | +368.2% | -239.9% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling