+226.1%
HPQ vs IWD
+195.0%
+31.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.6% |
| 7D | +2.2% | -1.2% | +3.4% | +3.7% |
| 30D | +9.7% | -1.6% | +11.4% | +12.0% |
| 3M | +32.7% | +7.0% | +25.7% | +22.1% |
| 6M | +77.7% | +17.0% | +60.7% | +46.1% |
| YTD | +51.0% | +21.6% | +29.4% | +18.2% |
| 1Y | +18.4% | +28.0% | -9.6% | -12.7% |
| 3Y | +25.6% | +70.6% | -45.0% | -34.2% |
| 5Y | +38.6% | +73.3% | -34.7% | -27.6% |
| 10Y | +226.1% | +200.5% | +25.6% | -7.8% |
| All | +226.1% | +195.0% | +31.1% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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