+677.1%
IWM vs HBM
+443.9%
+233.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -2.0% | -3.6% | +1.6% | -1.3% |
| 30D | -1.5% | -19.2% | +17.7% | +2.4% |
| 3M | -8.0% | -20.5% | +12.5% | -4.4% |
| 6M | -4.1% | -12.8% | +8.7% | -3.3% |
| YTD | +11.9% | +5.4% | +6.5% | +7.5% |
| 1Y | +15.0% | +33.0% | -17.9% | +5.4% |
| 3Y | +64.2% | +357.3% | -293.1% | +14.5% |
| 5Y | +20.4% | +210.4% | -190.0% | -13.8% |
| 10Y | +168.0% | +387.1% | -219.2% | +51.2% |
| All | +677.1% | +443.9% | +233.1% | +257.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling