+101.5%
IWM vs HUT
+240.9%
-139.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.6% | -6.7% | +0.3% |
| 7D | -0.3% | +24.8% | -25.1% | -2.2% |
| 30D | +1.9% | -28.4% | +30.2% | +3.9% |
| 3M | -5.7% | -31.2% | +25.5% | -4.0% |
| 6M | -0.3% | -40.2% | +40.0% | +1.7% |
| YTD | +15.8% | +32.9% | -17.1% | +9.1% |
| 1Y | +17.1% | +39.1% | -22.0% | +9.2% |
| 3Y | +73.1% | +462.8% | -389.7% | +35.1% |
| 5Y | +25.9% | -13.9% | +39.7% | +2.6% |
| All | +101.5% | +240.9% | -139.4% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling