+122.8%
WFC vs HPE
+524.4%
-401.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +1.7% | +13.6% | -11.9% | -3.1% |
| 30D | +6.8% | -27.1% | +34.0% | +18.6% |
| 3M | -3.0% | -14.5% | +11.5% | -0.6% |
| 6M | +15.4% | +66.9% | -51.5% | -14.2% |
| YTD | -5.9% | +111.3% | -117.2% | -37.9% |
| 1Y | +1.7% | +117.5% | -115.8% | -34.0% |
| 3Y | +124.9% | +238.1% | -113.2% | +10.8% |
| 5Y | +90.5% | +292.4% | -201.9% | -14.6% |
| 10Y | +117.8% | +389.3% | -271.5% | -18.3% |
| All | +122.8% | +524.4% | -401.6% | -24.3% |
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 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