+40.0%
IWM vs HPE
+331.4%
-291.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -2.7% |
| 7D | +1.4% | +10.1% | -8.7% | -1.7% |
| 30D | -2.3% | +5.3% | -7.6% | -4.2% |
| 3M | +4.0% | +12.7% | -8.7% | -1.0% |
| 6M | +17.9% | +167.7% | -149.7% | -18.6% |
| YTD | +20.2% | +135.5% | -115.3% | -13.5% |
| 1Y | +25.0% | +143.4% | -118.4% | -11.8% |
| 3Y | +66.0% | +249.2% | -183.2% | -3.8% |
| 5Y | +40.0% | +343.8% | -303.8% | -30.1% |
| All | +40.0% | +331.4% | -291.3% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling