+770.9%
IWM vs HL
+1,183.2%
-412.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -0.3% | -5.6% | +5.2% | +0.2% |
| 30D | +1.9% | -16.2% | +18.0% | +3.5% |
| 3M | -5.7% | -20.5% | +14.8% | -3.9% |
| 6M | -0.3% | -31.7% | +31.4% | +2.7% |
| YTD | +15.8% | -26.4% | +42.2% | +17.3% |
| 1Y | +17.1% | -4.3% | +21.4% | +15.2% |
| 3Y | +73.1% | +276.9% | -203.8% | +44.0% |
| 5Y | +25.9% | +124.1% | -98.2% | +7.7% |
| 10Y | +151.9% | +144.6% | +7.3% | +96.3% |
| All | +770.9% | +1,183.2% | -412.3% | +524.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling