+155.4%
IWM vs HST
+143.2%
+12.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.8% |
| 7D | +0.3% | +0.6% | -0.3% | 0.0% |
| 30D | +0.6% | +14.5% | -13.9% | -5.4% |
| 3M | -6.2% | +15.4% | -21.6% | -12.2% |
| 6M | -0.8% | +22.0% | -22.8% | -9.7% |
| YTD | +14.8% | +54.9% | -40.1% | -6.5% |
| 1Y | +16.1% | +54.0% | -37.8% | -5.2% |
| 3Y | +71.5% | +90.4% | -18.9% | +26.1% |
| 5Y | +25.8% | +84.2% | -58.5% | -8.6% |
| 10Y | +155.4% | +144.6% | +10.8% | +59.7% |
| All | +155.4% | +143.2% | +12.2% | +59.7% |
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