+540.2%
HPE vs IWD
+195.0%
+345.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.9% |
| 7D | +13.6% | -1.2% | +14.8% | +15.3% |
| 30D | +7.7% | -1.6% | +9.4% | +9.9% |
| 3M | +22.4% | +7.0% | +15.4% | +11.7% |
| 6M | +172.6% | +17.0% | +155.6% | +123.2% |
| YTD | +147.5% | +21.6% | +125.9% | +93.4% |
| 1Y | +151.8% | +28.0% | +123.8% | +85.0% |
| 3Y | +267.1% | +70.6% | +196.5% | +92.2% |
| 5Y | +362.8% | +73.3% | +289.4% | +139.7% |
| 10Y | +540.2% | +200.5% | +339.7% | +78.0% |
| All | +540.2% | +195.0% | +345.2% | +78.0% |
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