+24.0%
IWM vs HPE
+156.7%
-132.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -2.1% |
| 7D | -1.1% | +13.6% | -14.8% | -3.2% |
| 30D | -3.1% | +7.7% | -10.8% | -4.4% |
| 3M | +2.2% | +22.4% | -20.2% | -1.6% |
| 6M | +15.1% | +172.6% | -157.5% | -9.5% |
| YTD | +18.6% | +147.5% | -129.0% | -4.4% |
| 1Y | +24.0% | +151.8% | -127.8% | -1.2% |
| All | +24.0% | +156.7% | -132.7% | -1.2% |
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