+744.9%
IWM vs HDB
+3,812.1%
-3,067.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | -1.3% | -2.8% | +1.6% | -0.4% |
| 3M | +1.6% | -3.5% | +5.1% | +2.3% |
| 6M | +13.6% | -24.7% | +38.3% | +23.7% |
| YTD | +20.8% | -36.6% | +57.3% | +38.8% |
| 1Y | +26.4% | -34.4% | +60.8% | +43.4% |
| 3Y | +60.7% | -24.4% | +85.1% | +70.9% |
| 5Y | +38.2% | -35.4% | +73.5% | +52.7% |
| 10Y | +169.5% | +39.5% | +129.9% | +120.4% |
| All | +744.9% | +3,812.1% | -3,067.3% | +191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling