+621.7%
HPE vs IWF
+454.5%
+167.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -0.6% | +0.5% | -1.1% | -1.0% |
| 30D | -2.3% | -0.4% | -1.9% | -1.8% |
| 3M | -2.9% | -2.6% | -0.3% | +0.4% |
| 6M | +143.6% | +9.1% | +134.4% | +126.1% |
| YTD | +118.5% | +4.5% | +114.0% | +111.7% |
| 1Y | +129.2% | +10.1% | +119.1% | +112.0% |
| 3Y | +212.5% | +77.6% | +134.9% | +89.4% |
| 5Y | +286.9% | +73.7% | +213.2% | +134.3% |
| 10Y | +432.3% | +411.5% | +20.8% | -15.7% |
| All | +621.7% | +454.5% | +167.3% | +1.9% |
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 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