+21.2%
IWM vs HL
+82.6%
-61.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -2.4% | -4.4% | +1.9% | -1.9% |
| 30D | -4.6% | +9.3% | -13.9% | -5.8% |
| 3M | -0.3% | +32.0% | -32.3% | -4.2% |
| 6M | +14.7% | -6.4% | +21.2% | +13.8% |
| YTD | +17.8% | +3.1% | +14.7% | +15.2% |
| 1Y | +21.2% | +77.6% | -56.3% | +13.7% |
| All | +21.2% | +82.6% | -61.4% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling