+10.8%
HD vs IWD
+73.6%
-62.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.8% |
| 6M | -11.1% | +16.2% | -27.3% | -23.7% |
| YTD | -4.7% | +23.3% | -28.0% | -23.0% |
| 1Y | -19.8% | +29.6% | -49.4% | -38.4% |
| 3Y | +4.1% | +70.5% | -66.4% | -39.9% |
| All | +10.8% | +73.6% | -62.8% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling