+18.9%
IWM vs HLT
+46.7%
-27.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +0.5% |
| 7D | +1.0% | +7.7% | -6.7% | -1.2% |
| 30D | +0.2% | +19.1% | -18.9% | -4.9% |
| 3M | -5.6% | +20.7% | -26.3% | -11.0% |
| 6M | +2.7% | +21.0% | -18.3% | -4.0% |
| YTD | +16.2% | +31.3% | -15.1% | +4.4% |
| 1Y | +18.9% | +45.9% | -26.9% | 0.0% |
| All | +18.9% | +46.7% | -27.7% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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