+1,214.3%
HD vs IWF
+664.8%
+549.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.1% |
| 7D | +5.2% | -2.9% | +8.1% | +7.6% |
| 30D | +20.7% | -10.9% | +31.6% | +32.3% |
| 3M | +0.8% | -8.1% | +8.9% | +7.3% |
| 6M | +12.2% | -7.5% | +19.8% | +18.1% |
| YTD | +4.2% | -3.4% | +7.6% | +5.1% |
| 1Y | -2.6% | -5.0% | +2.4% | -0.4% |
| 3Y | +30.0% | +64.0% | -34.0% | -22.0% |
| 5Y | +8.1% | +56.8% | -48.7% | -34.0% |
| 10Y | +247.2% | +381.2% | -134.0% | -28.5% |
| All | +1,214.3% | +664.8% | +549.5% | +36.2% |
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