+6.3%
HAL vs IWF
+423.5%
-417.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.3% |
| 7D | -1.3% | +0.5% | -1.9% | -1.8% |
| 30D | +10.9% | -1.4% | +12.3% | +12.0% |
| 3M | -5.8% | +0.4% | -6.3% | -7.1% |
| 6M | +8.1% | +8.5% | -0.3% | -0.9% |
| YTD | +33.2% | +3.7% | +29.5% | +26.7% |
| 1Y | +74.2% | +8.5% | +65.7% | +58.6% |
| 3Y | -3.7% | +78.5% | -82.2% | -45.9% |
| 5Y | +111.9% | +73.6% | +38.2% | +18.1% |
| All | +6.3% | +423.5% | -417.3% | -79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling