+763.2%
IWM vs HD
+1,170.2%
-407.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +0.3% | +5.2% | -4.9% | -2.2% |
| 30D | +0.6% | +20.7% | -20.1% | -8.5% |
| 3M | -6.2% | +0.8% | -7.0% | -7.1% |
| 6M | -0.8% | +12.2% | -13.0% | -7.2% |
| YTD | +14.8% | +4.2% | +10.5% | +10.8% |
| 1Y | +16.1% | -2.6% | +18.7% | +15.6% |
| 3Y | +71.5% | +30.0% | +41.5% | +47.4% |
| 5Y | +25.8% | +8.1% | +17.7% | +16.8% |
| 10Y | +155.4% | +247.2% | -91.8% | +35.1% |
| All | +763.2% | +1,170.2% | -407.1% | +108.4% |
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