+808.3%
IWM vs HD
+1,061.8%
-253.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | -0.2% |
| 7D | +0.1% | -2.1% | +2.1% | +1.1% |
| 30D | -1.3% | -8.4% | +7.2% | +2.9% |
| 3M | +1.6% | +4.3% | -2.7% | -1.0% |
| 6M | +13.6% | -11.1% | +24.7% | +19.4% |
| YTD | +20.8% | -4.7% | +25.4% | +22.3% |
| 1Y | +26.4% | -19.8% | +46.2% | +38.9% |
| 3Y | +60.7% | +4.1% | +56.6% | +54.5% |
| 5Y | +38.2% | +10.3% | +27.9% | +27.6% |
| 10Y | +169.5% | +203.2% | -33.7% | +52.7% |
| All | +808.3% | +1,061.8% | -253.6% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling