+127.1%
WFC vs HPE
+595.7%
-468.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -10.0% | -5.3% |
| 7D | +1.1% | +10.1% | -9.1% | -3.1% |
| 30D | +0.8% | +5.3% | -4.5% | -2.0% |
| 3M | +9.3% | +12.7% | -3.4% | +2.0% |
| 6M | +10.6% | +167.7% | -157.0% | -31.4% |
| YTD | -4.1% | +135.5% | -139.5% | -37.4% |
| 1Y | +13.6% | +143.4% | -129.8% | -27.7% |
| 3Y | +130.7% | +249.2% | -118.4% | +16.4% |
| 5Y | +126.7% | +343.8% | -217.1% | -0.8% |
| 10Y | +132.1% | +495.9% | -363.7% | -15.9% |
| All | +127.1% | +595.7% | -468.5% | -23.6% |
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 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