+94.8%
IWM vs HUT
+194.0%
-99.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +14.6% | -13.6% | -0.2% |
| 7D | -2.0% | -11.4% | +9.3% | -1.6% |
| 30D | -1.5% | -41.0% | +39.6% | +2.0% |
| 3M | -8.0% | -41.9% | +33.9% | -5.0% |
| 6M | -4.1% | -51.7% | +47.6% | -0.5% |
| YTD | +11.9% | +14.6% | -2.7% | +6.8% |
| 1Y | +15.0% | +21.4% | -6.4% | +8.5% |
| 3Y | +64.2% | +359.8% | -295.6% | +30.2% |
| 5Y | +20.4% | -27.5% | +47.9% | -0.6% |
| All | +94.8% | +194.0% | -99.1% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling