-4.1%
IWM vs HD
+8.3%
-12.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.4% |
| 7D | -2.0% | +4.3% | -6.4% | -2.8% |
| 30D | -1.5% | +20.2% | -21.6% | -5.2% |
| 3M | -8.0% | -1.0% | -7.0% | -7.7% |
| 6M | -4.1% | +7.9% | -12.0% | -5.7% |
| All | -4.1% | +8.3% | -12.4% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling