+808.3%
IWM vs HAS
+994.4%
-186.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.1% | -1.8% | +1.9% | +0.8% |
| 30D | -1.3% | +2.3% | -3.5% | -2.1% |
| 3M | +1.6% | +10.4% | -8.8% | -2.4% |
| 6M | +13.6% | -3.2% | +16.8% | +13.7% |
| YTD | +20.8% | +15.4% | +5.3% | +12.8% |
| 1Y | +26.4% | +18.8% | +7.6% | +16.7% |
| 3Y | +60.7% | +43.9% | +16.8% | +33.9% |
| 5Y | +38.2% | +13.9% | +24.3% | +23.1% |
| 10Y | +169.5% | +56.4% | +113.1% | +96.0% |
| All | +808.3% | +994.4% | -186.2% | +209.1% |
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