+99.8%
IWM vs HUT
+217.0%
-117.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.8% | -5.3% | +1.9% |
| 7D | +0.3% | -10.9% | +11.2% | +0.8% |
| 30D | +0.6% | -32.6% | +33.2% | +3.1% |
| 3M | -6.2% | -33.7% | +27.5% | -4.2% |
| 6M | -0.8% | -42.3% | +41.6% | +1.6% |
| YTD | +14.8% | +23.6% | -8.8% | +8.8% |
| 1Y | +16.1% | +20.4% | -4.2% | +9.6% |
| 3Y | +71.5% | +423.2% | -351.7% | +34.7% |
| 5Y | +25.8% | -19.4% | +45.2% | +3.1% |
| All | +99.8% | +217.0% | -117.2% | +23.6% |
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 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