+37.9%
IWM vs HLT
+142.1%
-104.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | -1.6% | -0.8% | -1.6% |
| 30D | -4.6% | -5.0% | +0.5% | -2.1% |
| 3M | -0.3% | -10.4% | +10.1% | +5.1% |
| 6M | +14.7% | +3.2% | +11.5% | +11.8% |
| YTD | +17.8% | +6.7% | +11.1% | +12.4% |
| 1Y | +21.2% | +10.3% | +10.9% | +13.2% |
| 3Y | +62.3% | +99.3% | -37.0% | +9.3% |
| All | +37.9% | +142.1% | -104.1% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling