+61.7%
IWM vs HL
+397.6%
-335.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.3% |
| 6M | +14.0% | -9.0% | +23.0% | +13.9% |
| YTD | +17.4% | +4.4% | +13.0% | +13.9% |
| 1Y | +22.9% | +82.7% | -59.7% | +9.2% |
| All | +61.7% | +397.6% | -335.9% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling