+169.4%
HPQ vs IWF
+724.4%
-555.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.2% |
| 7D | -0.5% | +1.5% | -2.0% | -2.0% |
| 30D | +3.7% | -1.3% | +5.0% | +5.0% |
| 3M | +24.3% | +0.1% | +24.2% | +22.8% |
| 6M | +64.8% | +10.3% | +54.5% | +46.4% |
| YTD | +43.9% | +4.2% | +39.8% | +35.4% |
| 1Y | +11.7% | +9.3% | +2.3% | -0.3% |
| 3Y | +19.7% | +79.3% | -59.7% | -38.3% |
| 5Y | +32.2% | +73.8% | -41.5% | -30.5% |
| 10Y | +198.9% | +410.9% | -212.0% | -53.2% |
| All | +169.4% | +724.4% | -555.0% | -71.8% |
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