+171.7%
IWM vs HBM
+625.8%
-454.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.2% |
| 7D | -1.1% | +5.5% | -6.7% | -2.2% |
| 30D | -3.1% | +3.3% | -6.4% | -4.0% |
| 3M | +2.2% | +12.7% | -10.4% | -1.2% |
| 6M | +15.1% | +28.2% | -13.1% | +7.3% |
| YTD | +18.6% | +45.3% | -26.7% | +6.9% |
| 1Y | +24.0% | +121.7% | -97.7% | +1.9% |
| 3Y | +63.7% | +523.5% | -459.8% | +4.9% |
| 5Y | +38.2% | +393.9% | -355.7% | -11.7% |
| 10Y | +171.7% | +647.9% | -476.2% | +35.7% |
| All | +171.7% | +625.8% | -454.1% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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