-1.0%
IWM vs HL
-33.8%
+32.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.8% | -0.8% |
| 7D | +2.8% | -7.6% | +10.4% | +4.0% |
| 30D | +0.6% | -17.5% | +18.1% | +3.4% |
| 3M | -7.8% | -26.2% | +18.5% | -4.0% |
| 6M | -1.0% | -35.1% | +34.1% | +6.6% |
| All | -1.0% | -33.8% | +32.8% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling