+167.5%
IWM vs HAS
+56.8%
+110.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.1% | -1.8% | +1.9% | +0.7% |
| 30D | -1.3% | +2.3% | -3.5% | -2.1% |
| 3M | +1.6% | +10.4% | -8.8% | -2.2% |
| 6M | +13.6% | -3.2% | +16.8% | +13.7% |
| YTD | +20.8% | +15.4% | +5.3% | +13.2% |
| 1Y | +26.4% | +18.8% | +7.6% | +17.1% |
| 3Y | +60.7% | +43.9% | +16.8% | +35.2% |
| 5Y | +38.2% | +13.9% | +24.3% | +24.2% |
| All | +167.5% | +56.8% | +110.7% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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