+1,210.3%
HD vs IWD
+731.9%
+478.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | +1.0% |
| 7D | +6.4% | -0.9% | +7.3% | +7.4% |
| 30D | +22.1% | +2.6% | +19.4% | +19.1% |
| 3M | -0.2% | +1.2% | -1.4% | -1.2% |
| 6M | +12.6% | +12.1% | +0.5% | +0.8% |
| YTD | +3.9% | +24.1% | -20.2% | -15.8% |
| 1Y | -3.7% | +28.5% | -32.2% | -24.6% |
| 3Y | +27.9% | +79.5% | -51.6% | -28.0% |
| 5Y | +7.8% | +70.3% | -62.5% | -35.8% |
| 10Y | +269.4% | +212.5% | +56.8% | +19.9% |
| All | +1,210.3% | +731.9% | +478.4% | +43.0% |
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 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