+161.6%
IWM vs HST
+142.8%
+18.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.0% | -2.7% | +0.7% | -0.8% |
| 30D | -1.5% | +10.7% | -12.2% | -5.9% |
| 3M | -8.0% | +6.3% | -14.3% | -10.6% |
| 6M | -4.1% | +19.0% | -23.1% | -11.8% |
| YTD | +11.9% | +47.0% | -35.1% | -6.6% |
| 1Y | +15.0% | +53.4% | -38.4% | -6.0% |
| 3Y | +64.2% | +78.0% | -13.8% | +24.3% |
| 5Y | +20.4% | +71.7% | -51.3% | -9.7% |
| All | +161.6% | +142.8% | +18.7% | +67.6% |
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