While a lot of people believe CCI, Federal, Hornady or Remington ammo is most accurate in their .17 HMR, all those "brands" are made by CCI, using the same powder, cases, and bullets. The only difference, for instance, in the Remington "Accu-Tip" and the Hornady "V-Max" bullets is the color of the plastic tip, since both are Hornady V-Maxes. Consequently any difference in accuracy is due to the lot-to-lot differences typical in rimfire ammunition--which means the next time you buy a certain "brand" among those four because it shot better, you'll probably get a different manufacturing lot, which may or may not be as accurate.
Winchester does make their own .17 HMR ammo, so any difference in accuracy may be valid--though it's still rimfire ammo, and tiny variations in manufacturing can result in accuracy changes.
