+741.9%
IWM vs HSY
+1,119.4%
-377.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -2.0% | +7.5% | -9.6% | -4.4% |
| 30D | -1.5% | +11.1% | -12.5% | -5.0% |
| 3M | -8.0% | -1.9% | -6.1% | -7.8% |
| 6M | -4.1% | -3.0% | -1.1% | -4.1% |
| YTD | +11.9% | 0.0% | +11.9% | +10.0% |
| 1Y | +15.0% | +9.4% | +5.6% | +9.4% |
| 3Y | +64.2% | +3.8% | +60.4% | +54.6% |
| 5Y | +20.4% | +15.2% | +5.2% | +7.4% |
| 10Y | +168.0% | +126.9% | +41.1% | +81.5% |
| All | +741.9% | +1,119.4% | -377.5% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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