+733.6%
IWM vs HST
+548.0%
+185.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.7% | +1.1% | -2.4% |
| 7D | -4.6% | -4.2% | -0.4% | -3.0% |
| 30D | -3.7% | +9.6% | -13.2% | -7.1% |
| 3M | -9.4% | -1.1% | -8.3% | -9.2% |
| 6M | -3.6% | +21.1% | -24.7% | -10.9% |
| YTD | +10.8% | +47.1% | -36.3% | -5.1% |
| 1Y | +11.9% | +64.0% | -52.1% | -8.4% |
| 3Y | +60.6% | +77.1% | -16.6% | +27.0% |
| 5Y | +19.2% | +71.8% | -52.5% | -6.5% |
| 10Y | +165.3% | +146.3% | +19.0% | +70.1% |
| All | +733.6% | +548.0% | +185.7% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling