+808.3%
IWM vs HAL
+132.5%
+675.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +0.1% | +2.9% | -2.8% | -0.7% |
| 30D | -1.3% | +17.0% | -18.3% | -5.8% |
| 3M | +1.6% | -9.7% | +11.3% | +4.0% |
| 6M | +13.6% | +8.6% | +4.9% | +9.6% |
| YTD | +20.8% | +33.0% | -12.2% | +9.6% |
| 1Y | +26.4% | +68.3% | -41.9% | +6.5% |
| 3Y | +60.7% | +0.1% | +60.6% | +53.8% |
| 5Y | +38.2% | +102.6% | -64.4% | +2.8% |
| 10Y | +169.5% | +3.8% | +165.6% | +109.3% |
| All | +808.3% | +132.5% | +675.7% | +363.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling