+340.8%
HPE vs IWF
+71.2%
+269.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.3% | -5.4% |
| 7D | +1.4% | -1.7% | +3.1% | +3.1% |
| 30D | +1.5% | -1.8% | +3.4% | +3.5% |
| 3M | +21.7% | +1.5% | +20.3% | +20.7% |
| 6M | +164.2% | +7.7% | +156.5% | +149.1% |
| YTD | +132.1% | +2.7% | +129.3% | +128.8% |
| 1Y | +130.6% | +6.8% | +123.9% | +120.3% |
| 3Y | +244.1% | +76.9% | +167.3% | +123.3% |
| 5Y | +340.8% | +73.4% | +267.4% | +170.4% |
| All | +340.8% | +71.2% | +269.6% | +170.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling