+151.9%
IWM vs HST
+143.8%
+8.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | -0.3% | -1.3% | +0.9% | +0.2% |
| 30D | +1.9% | +13.4% | -11.5% | -3.7% |
| 3M | -5.7% | +16.7% | -22.4% | -12.1% |
| 6M | -0.3% | +24.0% | -24.3% | -10.0% |
| YTD | +15.8% | +54.0% | -38.2% | -5.4% |
| 1Y | +17.1% | +55.0% | -38.0% | -4.7% |
| 3Y | +73.1% | +89.3% | -16.3% | +27.5% |
| 5Y | +25.9% | +85.4% | -59.6% | -8.7% |
| 10Y | +151.9% | +137.1% | +14.8% | +58.8% |
| All | +151.9% | +143.8% | +8.1% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling