+23.8%
IWM vs HUT
-25.2%
+48.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.8% | +0.5% |
| 7D | +1.4% | +9.3% | -7.9% | +0.3% |
| 30D | +2.3% | -23.1% | +25.4% | +4.3% |
| 3M | -8.3% | -30.6% | +22.3% | -6.1% |
| 6M | -1.3% | -46.9% | +45.5% | +2.8% |
| YTD | +13.5% | +25.3% | -11.8% | +4.3% |
| 1Y | +18.4% | +59.8% | -41.4% | +4.7% |
| 3Y | +69.6% | +467.2% | -397.6% | +13.9% |
| All | +23.8% | -25.2% | +48.9% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling