+38.2%
IWM vs HL
+246.5%
-208.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.7% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | -3.1% | +18.8% | -21.9% | -5.9% |
| 3M | +2.2% | +43.7% | -41.5% | -4.1% |
| 6M | +15.1% | -1.0% | +16.1% | +13.6% |
| YTD | +18.6% | +8.7% | +9.8% | +13.9% |
| 1Y | +24.0% | +105.0% | -81.0% | +6.2% |
| 3Y | +63.7% | +427.3% | -363.6% | +12.3% |
| 5Y | +38.2% | +249.3% | -211.1% | -3.3% |
| All | +38.2% | +246.5% | -208.3% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling