+3.2%
HAL vs IWD
+198.0%
-194.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.5% |
| 7D | +2.9% | -0.3% | +3.2% | +3.4% |
| 30D | +17.0% | +0.6% | +16.5% | +15.7% |
| 3M | -9.7% | +7.2% | -16.9% | -20.1% |
| 6M | +8.6% | +16.2% | -7.6% | -16.8% |
| YTD | +33.0% | +23.3% | +9.6% | -7.8% |
| 1Y | +68.3% | +29.6% | +38.7% | +7.1% |
| 3Y | +0.1% | +70.5% | -70.4% | -60.0% |
| 5Y | +102.6% | +73.5% | +29.2% | -20.9% |
| All | +3.2% | +198.0% | -194.8% | -79.8% |
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