+132.3%
WFC vs HPE
+545.6%
-413.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +2.7% |
| 7D | +3.8% | -0.6% | +4.4% | +3.9% |
| 30D | +1.5% | -2.3% | +3.8% | +1.9% |
| 3M | +10.9% | -2.9% | +13.7% | +9.9% |
| 6M | +8.4% | +143.6% | -135.1% | -30.0% |
| YTD | -1.9% | +118.5% | -120.4% | -33.9% |
| 1Y | +12.3% | +129.2% | -116.9% | -26.7% |
| 3Y | +132.3% | +212.5% | -80.2% | +23.2% |
| 5Y | +130.1% | +286.9% | -156.8% | +7.1% |
| 10Y | +134.4% | +432.3% | -298.0% | -11.5% |
| All | +132.3% | +545.6% | -413.3% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling