+109.6%
HAL vs IWF
+72.8%
+36.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -1.3% | +0.5% | -1.9% | -1.6% |
| 30D | +10.9% | -1.4% | +12.3% | +11.6% |
| 3M | -5.8% | +0.4% | -6.3% | -6.5% |
| 6M | +8.1% | +8.5% | -0.3% | +2.6% |
| YTD | +33.2% | +3.7% | +29.5% | +29.5% |
| 1Y | +74.2% | +8.5% | +65.7% | +64.7% |
| 3Y | -3.7% | +78.5% | -82.2% | -31.2% |
| All | +109.6% | +72.8% | +36.8% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling