+566.9%
HPE vs IWD
+236.3%
+330.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.7% | +1.6% | -11.3% | -11.5% |
| 30D | -34.8% | +3.6% | -38.3% | -37.7% |
| 3M | -12.1% | +2.0% | -14.2% | -14.4% |
| 6M | +53.7% | +13.1% | +40.7% | +31.1% |
| YTD | +101.9% | +26.2% | +75.7% | +50.0% |
| 1Y | +104.3% | +29.6% | +74.8% | +46.7% |
| 3Y | +223.1% | +84.3% | +138.7% | +51.3% |
| 5Y | +249.2% | +73.4% | +175.8% | +78.2% |
| 10Y | +372.4% | +202.4% | +170.0% | +18.3% |
| All | +566.9% | +236.3% | +330.6% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling