+808.3%
IWM vs HST
+474.9%
+333.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.1% | -1.0% | +1.1% | +0.5% |
| 30D | -1.3% | -12.3% | +11.0% | +3.7% |
| 3M | +1.6% | -6.4% | +8.0% | +3.9% |
| 6M | +13.6% | +15.0% | -1.5% | +7.1% |
| YTD | +20.8% | +30.5% | -9.8% | +8.4% |
| 1Y | +26.4% | +35.7% | -9.3% | +11.4% |
| 3Y | +60.7% | +68.4% | -7.7% | +29.6% |
| 5Y | +38.2% | +73.1% | -34.9% | +8.2% |
| 10Y | +169.5% | +92.7% | +76.7% | +89.4% |
| All | +808.3% | +474.9% | +333.3% | +280.1% |
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