+1,102.1%
HD vs IWF
+727.1%
+375.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | -2.1% | +0.5% | -2.6% | -2.5% |
| 30D | -8.4% | -0.4% | -8.0% | -8.2% |
| 3M | +4.3% | -2.6% | +7.0% | +6.1% |
| 6M | -11.1% | +9.1% | -20.3% | -18.4% |
| YTD | -4.7% | +4.5% | -9.2% | -9.3% |
| 1Y | -19.8% | +10.1% | -29.9% | -27.6% |
| 3Y | +4.1% | +77.6% | -73.5% | -41.2% |
| 5Y | +10.3% | +73.7% | -63.4% | -38.0% |
| 10Y | +203.2% | +411.5% | -208.4% | -40.2% |
| All | +1,102.1% | +727.1% | +375.1% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling