+165.3%
IWM vs HL
+278.2%
-113.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.5% |
| 7D | -2.5% | -5.6% | +3.1% | -1.8% |
| 30D | -4.4% | +12.7% | -17.2% | -6.2% |
| 3M | +2.2% | +42.5% | -40.3% | -3.1% |
| 6M | +14.0% | -9.0% | +23.0% | +14.1% |
| YTD | +17.4% | +4.4% | +13.0% | +14.1% |
| 1Y | +22.9% | +82.7% | -59.7% | +9.8% |
| 3Y | +62.1% | +406.3% | -344.2% | +21.2% |
| 5Y | +38.2% | +238.2% | -200.0% | +5.4% |
| All | +165.3% | +278.2% | -113.0% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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