+40.0%
IWM vs HBM
+369.9%
-329.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.2% | -1.6% |
| 7D | +1.4% | +7.4% | -5.9% | -0.1% |
| 30D | -2.3% | +5.1% | -7.3% | -3.5% |
| 3M | +4.0% | +11.1% | -7.2% | +0.7% |
| 6M | +17.9% | +30.2% | -12.3% | +9.3% |
| YTD | +20.2% | +46.2% | -26.0% | +7.6% |
| 1Y | +25.0% | +120.0% | -95.1% | +1.6% |
| 3Y | +66.0% | +527.4% | -461.4% | +2.4% |
| 5Y | +40.0% | +400.4% | -360.3% | -12.0% |
| All | +40.0% | +369.9% | -329.8% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling