+26.4%
IWM vs HUT
+238.9%
-212.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | -0.3% |
| 7D | +0.1% | +17.8% | -17.7% | -1.6% |
| 30D | -1.3% | +0.8% | -2.1% | -1.6% |
| 3M | +1.6% | -26.8% | +28.4% | +3.7% |
| 6M | +13.6% | +72.6% | -59.0% | +3.9% |
| YTD | +20.8% | +103.6% | -82.9% | +7.7% |
| 1Y | +26.4% | +265.3% | -238.9% | +11.6% |
| All | +26.4% | +238.9% | -212.5% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 1y: compounded portfolio wealth divided by compounded HUT 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…
1y analysis · Full analysis span regression · 6 months rolling