+1,186.1%
HD vs IWF
+649.6%
+536.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.9% |
| 7D | +4.3% | -5.0% | +9.3% | +8.7% |
| 30D | +20.2% | -13.2% | +33.4% | +34.7% |
| 3M | -1.0% | -9.4% | +8.4% | +6.7% |
| 6M | +7.9% | -8.6% | +16.5% | +14.6% |
| YTD | +2.0% | -5.3% | +7.3% | +4.6% |
| 1Y | -4.3% | -5.0% | +0.7% | -2.3% |
| 3Y | +25.9% | +64.6% | -38.7% | -24.8% |
| 5Y | +5.8% | +50.8% | -45.0% | -33.1% |
| 10Y | +262.5% | +385.7% | -123.2% | -26.2% |
| All | +1,186.1% | +649.6% | +536.5% | +35.6% |
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 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