+64.2%
IWM vs HAL
-16.0%
+80.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.1% |
| 7D | -2.0% | -12.0% | +9.9% | +0.9% |
| 30D | -1.5% | +0.3% | -1.7% | -1.7% |
| 3M | -8.0% | -1.6% | -6.4% | -8.1% |
| 6M | -4.1% | -20.5% | +16.4% | +0.9% |
| YTD | +11.9% | +14.2% | -2.3% | +4.8% |
| 1Y | +15.0% | +18.9% | -3.8% | +6.3% |
| 3Y | +64.2% | -13.7% | +77.9% | +67.6% |
| All | +64.2% | -16.0% | +80.2% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling