+1,102.1%
HD vs IWD
+726.5%
+375.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.6% |
| 6M | -11.1% | +16.2% | -27.3% | -23.2% |
| YTD | -4.7% | +23.3% | -28.0% | -22.4% |
| 1Y | -19.8% | +29.6% | -49.4% | -37.8% |
| 3Y | +4.1% | +70.5% | -66.4% | -38.4% |
| 5Y | +10.3% | +73.5% | -63.2% | -35.7% |
| 10Y | +203.2% | +198.3% | +4.8% | +2.9% |
| All | +1,102.1% | +726.5% | +375.6% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling