+571.9%
HPE vs IWF
+416.6%
+155.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -2.6% |
| 7D | +7.9% | +2.8% | +5.1% | +5.1% |
| 30D | -23.5% | -7.5% | -15.9% | -16.5% |
| 3M | -19.1% | -8.5% | -10.6% | -10.3% |
| 6M | +51.4% | -7.4% | +58.8% | +67.2% |
| YTD | +103.4% | -2.6% | +106.1% | +114.3% |
| 1Y | +114.4% | -1.8% | +116.2% | +124.3% |
| 3Y | +224.7% | +65.5% | +159.2% | +114.1% |
| 5Y | +277.8% | +55.8% | +221.9% | +159.2% |
| 10Y | +371.1% | +384.9% | -13.8% | -21.0% |
| All | +571.9% | +416.6% | +155.3% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling