+18.9%
IWM vs HPE
+113.0%
-94.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.7% | +7.2% | +2.2% |
| 7D | +1.0% | -17.0% | +17.9% | +3.1% |
| 30D | +0.2% | -26.7% | +27.0% | +3.8% |
| 3M | -5.6% | -4.1% | -1.5% | -6.2% |
| 6M | +2.7% | +75.4% | -72.7% | -10.6% |
| YTD | +16.2% | +111.0% | -94.9% | -3.7% |
| 1Y | +18.9% | +116.4% | -97.5% | -2.5% |
| All | +18.9% | +113.0% | -94.1% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling