+563.1%
HPE vs IWF
+422.7%
+140.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.7% | +11.7% |
| 7D | +19.4% | -0.9% | +20.3% | +20.6% |
| 30D | +5.6% | -1.7% | +7.3% | +7.6% |
| 3M | +33.1% | +0.7% | +32.4% | +32.9% |
| 6M | +192.5% | +8.6% | +183.9% | +173.7% |
| YTD | +160.9% | +3.5% | +157.4% | +155.5% |
| 1Y | +155.0% | +7.0% | +147.9% | +142.9% |
| 3Y | +289.4% | +76.3% | +213.1% | +142.8% |
| 5Y | +395.7% | +74.8% | +320.9% | +205.0% |
| All | +563.1% | +422.7% | +140.4% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling