+171.7%
IWM vs HAL
+3.0%
+168.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -1.1% | -1.3% | +0.2% | -0.8% |
| 30D | -3.1% | +10.9% | -14.0% | -6.0% |
| 3M | +2.2% | -5.8% | +8.1% | +3.4% |
| 6M | +15.1% | +8.1% | +7.0% | +11.2% |
| YTD | +18.6% | +33.2% | -14.6% | +7.5% |
| 1Y | +24.0% | +74.2% | -50.2% | +3.1% |
| 3Y | +63.7% | -3.7% | +67.4% | +58.3% |
| 5Y | +38.2% | +111.9% | -73.7% | +0.4% |
| 10Y | +171.7% | +7.4% | +164.3% | +90.6% |
| All | +171.7% | +3.0% | +168.7% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling