+205.5%
HD vs IWD
+197.9%
+7.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.6% |
| 7D | -2.1% | -0.3% | -1.8% | -1.8% |
| 30D | -8.4% | +0.6% | -9.0% | -8.9% |
| 3M | +4.3% | +7.2% | -2.9% | -2.5% |
| 6M | -11.1% | +16.2% | -27.3% | -23.2% |
| YTD | -4.7% | +23.3% | -28.0% | -22.3% |
| 1Y | -19.8% | +29.6% | -49.4% | -37.8% |
| 3Y | +4.1% | +70.5% | -66.4% | -38.3% |
| 5Y | +10.3% | +73.5% | -63.2% | -35.5% |
| All | +205.5% | +197.9% | +7.6% | +8.1% |
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