+26.4%
IWM vs HPE
+122.1%
-95.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | -1.3% | -2.3% | +1.0% | -1.1% |
| 3M | +1.6% | -2.9% | +4.5% | +1.6% |
| 6M | +13.6% | +143.6% | -130.0% | -9.1% |
| YTD | +20.8% | +118.5% | -97.8% | -0.6% |
| 1Y | +26.4% | +129.2% | -102.8% | +2.0% |
| All | +26.4% | +122.1% | -95.7% | +2.0% |
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