+161.6%
IWM vs HD
+257.8%
-96.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +2.0% |
| 7D | -2.0% | +4.3% | -6.4% | -4.6% |
| 30D | -1.5% | +20.2% | -21.6% | -11.7% |
| 3M | -8.0% | -1.0% | -7.0% | -8.1% |
| 6M | -4.1% | +7.9% | -12.0% | -9.5% |
| YTD | +11.9% | +2.0% | +9.9% | +8.6% |
| 1Y | +15.0% | -4.3% | +19.3% | +15.5% |
| 3Y | +64.2% | +25.9% | +38.3% | +37.7% |
| 5Y | +20.4% | +5.8% | +14.6% | +9.8% |
| All | +161.6% | +257.8% | -96.2% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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