+179.3%
IWM vs HPE
+496.6%
-317.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +0.3% | -9.7% | +10.0% | +3.5% |
| 30D | +0.6% | -34.8% | +35.3% | +15.0% |
| 3M | -6.2% | -12.1% | +5.9% | -4.8% |
| 6M | -0.8% | +53.7% | -54.5% | -20.7% |
| YTD | +14.8% | +101.9% | -87.2% | -18.4% |
| 1Y | +16.1% | +104.3% | -88.2% | -18.1% |
| 3Y | +71.5% | +223.1% | -151.5% | -5.1% |
| 5Y | +25.8% | +249.2% | -223.4% | -34.2% |
| 10Y | +155.4% | +372.4% | -217.0% | +10.9% |
| All | +179.3% | +496.6% | -317.3% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling