+298.8%
HPE vs IWD
+73.6%
+225.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -3.5% |
| 7D | -0.6% | -0.3% | -0.3% | -0.1% |
| 30D | -2.3% | +0.6% | -2.9% | -3.1% |
| 3M | -2.9% | +7.2% | -10.1% | -12.1% |
| 6M | +143.6% | +16.2% | +127.4% | +97.5% |
| YTD | +118.5% | +23.3% | +95.2% | +63.8% |
| 1Y | +129.2% | +29.6% | +99.6% | +61.0% |
| 3Y | +212.5% | +70.5% | +142.1% | +56.6% |
| All | +298.8% | +73.6% | +225.1% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling