+5.8%
HD vs IWF
+50.6%
-44.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.5% |
| 7D | +4.3% | -5.0% | +9.3% | +7.1% |
| 30D | +20.2% | -13.2% | +33.4% | +29.4% |
| 3M | -1.0% | -9.4% | +8.4% | +3.9% |
| 6M | +7.9% | -8.6% | +16.5% | +12.3% |
| YTD | +2.0% | -5.3% | +7.3% | +3.7% |
| 1Y | -4.3% | -5.0% | +0.7% | -3.0% |
| 3Y | +25.9% | +64.6% | -38.7% | -13.6% |
| All | +5.8% | +50.6% | -44.8% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling