+144.3%
IWM vs HDB
+62.8%
+81.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.2% |
| 7D | +2.8% | +4.1% | -1.3% | +1.4% |
| 30D | +0.6% | +13.0% | -12.3% | -3.6% |
| 3M | -7.8% | +11.3% | -19.0% | -11.4% |
| 6M | -1.0% | +6.9% | -7.9% | -4.1% |
| YTD | +13.9% | -29.6% | +43.5% | +27.0% |
| 1Y | +15.4% | -29.5% | +45.0% | +28.5% |
| 3Y | +70.2% | -8.1% | +78.3% | +68.6% |
| 5Y | +23.7% | -23.4% | +47.1% | +28.5% |
| All | +144.3% | +62.8% | +81.6% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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