-18.6%
HAL vs IWD
+207.5%
-226.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.3% |
| 7D | -12.0% | -0.5% | -11.5% | -11.6% |
| 30D | +0.3% | +2.7% | -2.4% | -4.4% |
| 3M | -1.6% | +0.9% | -2.5% | -3.6% |
| 6M | -20.5% | +10.5% | -31.0% | -33.6% |
| YTD | +14.2% | +23.7% | -9.5% | -21.6% |
| 1Y | +18.9% | +28.7% | -9.9% | -23.8% |
| 3Y | -13.7% | +79.7% | -93.4% | -68.6% |
| 5Y | +42.2% | +69.7% | -27.5% | -42.6% |
| All | -18.6% | +207.5% | -226.1% | -85.5% |
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