+217.8%
IWM vs HLT
+653.9%
-436.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +0.1% | -3.3% | +3.4% | +1.7% |
| 30D | -1.3% | -4.1% | +2.8% | +0.7% |
| 3M | +1.6% | -7.9% | +9.5% | +5.4% |
| 6M | +13.6% | +2.2% | +11.4% | +11.6% |
| YTD | +20.8% | +8.5% | +12.3% | +14.9% |
| 1Y | +26.4% | +12.1% | +14.3% | +17.9% |
| 3Y | +60.7% | +107.6% | -46.9% | +10.1% |
| 5Y | +38.2% | +156.4% | -118.2% | -16.2% |
| 10Y | +169.5% | +566.3% | -396.8% | +4.0% |
| All | +217.8% | +653.9% | -436.1% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling