+248.6%
HD vs IWF
+383.8%
-135.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.9% |
| 7D | +1.5% | +2.8% | -1.3% | -0.5% |
| 30D | +18.0% | -7.5% | +25.5% | +24.1% |
| 3M | +2.8% | -8.5% | +11.3% | +8.7% |
| 6M | +17.0% | -7.4% | +24.4% | +22.0% |
| YTD | +3.5% | -2.6% | +6.2% | +3.7% |
| 1Y | -2.6% | -1.8% | -0.7% | -3.1% |
| 3Y | +30.7% | +65.5% | -34.7% | -17.2% |
| 5Y | +6.2% | +55.8% | -49.6% | -30.1% |
| All | +248.6% | +383.8% | -135.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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