+1.2%
HAL vs IWD
+195.2%
-194.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.6% |
| 7D | +0.5% | -0.2% | +0.6% | +0.7% |
| 30D | +15.9% | -0.8% | +16.7% | +17.3% |
| 3M | -8.7% | +8.0% | -16.7% | -20.4% |
| 6M | +9.0% | +18.2% | -9.1% | -18.9% |
| YTD | +32.0% | +22.3% | +9.7% | -7.3% |
| 1Y | +72.5% | +28.9% | +43.6% | +10.7% |
| 3Y | -4.5% | +71.5% | -76.1% | -62.3% |
| 5Y | +109.7% | +73.6% | +36.1% | -18.4% |
| 10Y | +1.2% | +194.7% | -193.5% | -79.9% |
| All | +1.2% | +195.2% | -194.0% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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