-17.4%
HAL vs IWD
+202.4%
-219.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.2% |
| 7D | +2.6% | +1.7% | +0.9% | -0.2% |
| 30D | -0.1% | +3.2% | -3.3% | -5.6% |
| 3M | -1.1% | +2.3% | -3.4% | -5.4% |
| 6M | -20.7% | +12.9% | -33.7% | -36.1% |
| YTD | +17.5% | +26.2% | -8.7% | -22.0% |
| 1Y | +24.1% | +28.3% | -4.2% | -19.9% |
| 3Y | -8.4% | +84.4% | -92.8% | -68.1% |
| 5Y | +53.2% | +73.0% | -19.7% | -40.1% |
| All | -17.4% | +202.4% | -219.8% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling