+171.7%
IWM vs HPE
+533.2%
-361.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -3.2% |
| 7D | -1.1% | +13.6% | -14.8% | -5.9% |
| 30D | -3.1% | +7.7% | -10.8% | -6.3% |
| 3M | +2.2% | +22.4% | -20.2% | -6.7% |
| 6M | +15.1% | +172.6% | -157.5% | -25.6% |
| YTD | +18.6% | +147.5% | -129.0% | -20.8% |
| 1Y | +24.0% | +151.8% | -127.8% | -18.3% |
| 3Y | +63.7% | +267.1% | -203.3% | -13.3% |
| 5Y | +38.2% | +362.8% | -324.6% | -35.8% |
| 10Y | +171.7% | +540.2% | -368.5% | +0.5% |
| All | +171.7% | +533.2% | -361.5% | +0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling