+193.9%
IWM vs HPE
+545.6%
-351.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.9% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | -1.3% | -2.3% | +1.0% | -0.9% |
| 3M | +1.6% | -2.9% | +4.5% | +1.1% |
| 6M | +13.6% | +143.6% | -130.0% | -22.3% |
| YTD | +20.8% | +118.5% | -97.8% | -14.3% |
| 1Y | +26.4% | +129.2% | -102.8% | -12.6% |
| 3Y | +60.7% | +212.5% | -151.8% | -7.0% |
| 5Y | +38.2% | +286.9% | -248.7% | -28.6% |
| 10Y | +169.5% | +432.3% | -262.9% | +15.5% |
| All | +193.9% | +545.6% | -351.8% | +14.8% |
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 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