-19.1%
HAL vs IWD
+212.1%
-231.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -3.2% |
| 7D | -7.9% | +1.3% | -9.1% | -10.1% |
| 30D | -2.1% | +3.6% | -5.6% | -8.0% |
| 3M | +0.4% | +2.3% | -1.9% | -4.0% |
| 6M | -19.2% | +13.0% | -32.3% | -35.1% |
| YTD | +14.4% | +26.2% | -11.8% | -24.1% |
| 1Y | +18.0% | +30.5% | -12.5% | -26.1% |
| 3Y | -9.7% | +86.2% | -95.9% | -69.1% |
| 5Y | +40.1% | +72.9% | -32.7% | -45.2% |
| 10Y | -19.1% | +205.0% | -224.1% | -85.4% |
| All | -19.1% | +212.1% | -231.2% | -85.4% |
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