+763.2%
IWM vs HAL
+99.8%
+663.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.3% | -6.5% | +6.8% | +2.2% |
| 30D | +0.6% | -2.1% | +2.7% | +1.1% |
| 3M | -6.2% | -4.9% | -1.4% | -5.3% |
| 6M | -0.8% | -19.3% | +18.5% | +4.4% |
| YTD | +14.8% | +14.3% | +0.5% | +8.5% |
| 1Y | +16.1% | +17.3% | -1.2% | +8.9% |
| 3Y | +71.5% | -10.9% | +82.4% | +69.7% |
| 5Y | +25.8% | +47.4% | -21.7% | +2.7% |
| 10Y | +155.4% | -20.8% | +176.2% | +114.0% |
| All | +763.2% | +99.8% | +663.3% | +358.3% |
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