+51.4%
HPE vs IWF
-6.6%
+58.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -1.5% |
| 7D | +7.9% | +2.8% | +5.1% | +2.2% |
| 30D | -23.5% | -7.5% | -15.9% | -9.5% |
| 3M | -19.1% | -8.5% | -10.6% | -2.0% |
| 6M | +51.4% | -7.4% | +58.8% | +87.9% |
| All | +51.4% | -6.6% | +58.0% | +87.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling