+66.7%
IWM vs HPE
+224.8%
-158.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.3% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | -1.3% | -2.3% | +1.0% | -1.0% |
| 3M | +1.6% | -2.9% | +4.5% | +1.5% |
| 6M | +13.6% | +143.6% | -130.0% | -14.1% |
| YTD | +20.8% | +118.5% | -97.8% | -6.0% |
| 1Y | +26.4% | +129.2% | -102.8% | -3.6% |
| All | +66.7% | +224.8% | -158.1% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling