+3.2%
HAL vs IWF
+418.7%
-415.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.1% |
| 7D | -3.3% | -1.7% | -1.6% | -1.9% |
| 30D | +7.2% | -1.8% | +9.1% | +8.8% |
| 3M | -8.8% | +1.5% | -10.2% | -10.7% |
| 6M | +3.0% | +7.7% | -4.7% | -5.0% |
| YTD | +29.4% | +2.7% | +26.7% | +24.0% |
| 1Y | +62.8% | +6.8% | +56.1% | +50.3% |
| 3Y | -6.4% | +76.9% | -83.3% | -47.0% |
| 5Y | +103.6% | +73.4% | +30.2% | +13.3% |
| All | +3.2% | +418.7% | -415.4% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IWF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling