+114.4%
HPE vs IWD
+28.9%
+85.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -4.1% |
| 7D | +7.9% | +2.3% | +5.6% | +4.1% |
| 30D | -23.5% | +3.6% | -27.1% | -27.5% |
| 3M | -19.1% | +2.2% | -21.2% | -21.5% |
| 6M | +51.4% | +13.0% | +38.4% | +21.8% |
| YTD | +103.4% | +26.5% | +76.9% | +36.1% |
| 1Y | +114.4% | +30.1% | +84.3% | +36.4% |
| All | +114.4% | +28.9% | +85.5% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling