+116.4%
HPE vs IWF
-1.6%
+118.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.4% | -6.1% | -6.3% |
| 7D | -17.0% | -4.2% | -12.8% | -11.1% |
| 30D | -26.7% | -8.1% | -18.6% | -16.0% |
| 3M | -4.1% | -5.1% | +0.9% | +5.0% |
| 6M | +75.4% | -1.4% | +76.8% | +86.7% |
| YTD | +111.0% | -0.1% | +111.1% | +121.4% |
| 1Y | +116.4% | -1.3% | +117.7% | +131.4% |
| All | +116.4% | -1.6% | +118.1% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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