+247.2%
HD vs IWD
+203.8%
+43.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +5.2% | +1.6% | +3.6% | +3.7% |
| 30D | +20.7% | +3.6% | +17.1% | +16.8% |
| 3M | +0.8% | +2.0% | -1.2% | -1.0% |
| 6M | +12.2% | +13.1% | -0.8% | -0.4% |
| YTD | +4.2% | +26.2% | -22.0% | -16.8% |
| 1Y | -2.6% | +29.6% | -32.1% | -24.2% |
| 3Y | +30.0% | +84.3% | -54.3% | -28.5% |
| 5Y | +8.1% | +73.4% | -65.3% | -36.6% |
| 10Y | +247.2% | +202.4% | +44.7% | +30.7% |
| All | +247.2% | +203.8% | +43.4% | +30.7% |
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