+717.5%
HPE vs ITW
+303.8%
+413.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.9% | +6.3% |
| 7D | +13.6% | -1.9% | +15.5% | +15.1% |
| 30D | +7.7% | -10.4% | +18.1% | +16.3% |
| 3M | +22.4% | +3.5% | +18.9% | +18.2% |
| 6M | +172.6% | -3.4% | +176.0% | +175.9% |
| YTD | +147.5% | +8.5% | +139.0% | +130.0% |
| 1Y | +151.8% | +3.2% | +148.6% | +141.4% |
| 3Y | +267.1% | +18.9% | +248.2% | +214.2% |
| 5Y | +362.8% | +35.0% | +327.7% | +255.3% |
| 10Y | +540.2% | +188.6% | +351.5% | +156.8% |
| All | +717.5% | +303.8% | +413.7% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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