+25.0%
HL vs IWD
+33.0%
-8.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +2.6% | +10.6% | +5.4% |
| 7D | +0.2% | +2.5% | -2.3% | -6.5% |
| 30D | -12.1% | +6.0% | -18.1% | -25.4% |
| 3M | -2.8% | +3.8% | -6.6% | -12.3% |
| 6M | -14.9% | +16.3% | -31.3% | -44.4% |
| YTD | -22.0% | +27.5% | -49.5% | -58.7% |
| 1Y | +25.0% | +32.8% | -7.8% | -39.5% |
| All | +25.0% | +33.0% | -8.0% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling