+151.9%
IWM vs HBM
+274.8%
-122.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.3% | -1.3% | +0.9% | -0.1% |
| 30D | +1.9% | -14.8% | +16.7% | +4.9% |
| 3M | -5.7% | -20.7% | +15.0% | -1.8% |
| 6M | -0.3% | -13.9% | +13.6% | +0.8% |
| YTD | +15.8% | +10.6% | +5.2% | +9.7% |
| 1Y | +17.1% | +32.4% | -15.3% | +6.7% |
| 3Y | +73.1% | +432.0% | -358.9% | +13.9% |
| 5Y | +25.9% | +205.5% | -179.6% | -11.9% |
| 10Y | +151.9% | +291.1% | -139.2% | +39.0% |
| All | +151.9% | +274.8% | -122.9% | +39.0% |
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