+109.2%
IWM vs HUT
+455.5%
-346.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.8% | -1.0% |
| 7D | +1.4% | +28.3% | -26.8% | -0.7% |
| 30D | -2.3% | +12.3% | -14.6% | -3.5% |
| 3M | +4.0% | -16.8% | +20.8% | +4.5% |
| 6M | +17.9% | +111.4% | -93.4% | +8.9% |
| YTD | +20.2% | +116.6% | -96.4% | +10.0% |
| 1Y | +25.0% | +290.5% | -265.5% | +7.6% |
| 3Y | +66.0% | +792.3% | -726.3% | +25.7% |
| 5Y | +40.0% | +94.1% | -54.1% | +8.6% |
| All | +109.2% | +455.5% | -346.3% | +24.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling