+733.6%
IWM vs HAS
+1,313.9%
-580.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -4.0% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -3.7% | +31.3% | -35.0% | -13.0% |
| 3M | -9.4% | +32.1% | -41.5% | -18.5% |
| 6M | -3.6% | +28.1% | -31.8% | -13.0% |
| YTD | +10.8% | +49.1% | -38.3% | -6.0% |
| 1Y | +11.9% | +60.5% | -48.7% | -7.7% |
| 3Y | +60.6% | +183.9% | -123.3% | +4.3% |
| 5Y | +19.2% | +51.2% | -32.0% | -4.4% |
| 10Y | +165.3% | +105.3% | +60.1% | +74.4% |
| All | +733.6% | +1,313.9% | -580.3% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling