+7.4%
HD vs IWF
+73.3%
-65.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | -1.2% | +1.5% | -2.7% | -2.0% |
| 30D | -11.1% | -1.3% | -9.9% | -10.5% |
| 3M | +2.0% | +0.1% | +1.9% | +1.7% |
| 6M | -10.5% | +10.3% | -20.7% | -15.9% |
| YTD | -6.9% | +4.2% | -11.0% | -9.6% |
| 1Y | -23.2% | +9.3% | -32.5% | -27.9% |
| 3Y | +3.1% | +79.3% | -76.3% | -32.1% |
| 5Y | +7.4% | +73.8% | -66.4% | -30.1% |
| All | +7.4% | +73.3% | -65.9% | -30.1% |
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