+148.4%
HPQ vs IWD
+728.9%
-580.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -2.9% |
| 7D | -1.1% | -0.5% | -0.6% | -0.5% |
| 30D | -11.7% | +2.7% | -14.4% | -14.1% |
| 3M | +2.0% | +0.9% | +1.1% | +1.2% |
| 6M | +35.9% | +10.5% | +25.3% | +22.0% |
| YTD | +32.7% | +23.7% | +9.0% | +5.2% |
| 1Y | +14.3% | +28.7% | -14.4% | -13.2% |
| 3Y | +17.8% | +79.7% | -61.9% | -36.8% |
| 5Y | +7.6% | +69.7% | -62.1% | -37.5% |
| 10Y | +171.7% | +211.4% | -39.7% | -13.7% |
| All | +148.4% | +728.9% | -580.6% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling