+370.3%
HPE vs IWD
+203.0%
+167.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -4.0% |
| 7D | +7.9% | +2.3% | +5.6% | +4.9% |
| 30D | -23.5% | +3.6% | -27.1% | -26.9% |
| 3M | -19.1% | +2.2% | -21.2% | -21.2% |
| 6M | +51.4% | +13.0% | +38.4% | +29.6% |
| YTD | +103.4% | +26.5% | +76.9% | +51.3% |
| 1Y | +114.4% | +30.1% | +84.3% | +53.9% |
| 3Y | +224.7% | +84.9% | +139.8% | +53.7% |
| 5Y | +277.8% | +73.4% | +204.4% | +95.5% |
| All | +370.3% | +203.0% | +167.2% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling