+284.2%
HL vs IWD
+195.0%
+89.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.6% |
| 7D | +0.4% | -1.2% | +1.6% | +1.8% |
| 30D | +18.8% | -1.6% | +20.5% | +21.2% |
| 3M | +43.7% | +7.0% | +36.7% | +33.3% |
| 6M | -1.0% | +17.0% | -18.0% | -16.5% |
| YTD | +8.7% | +21.6% | -12.9% | -11.6% |
| 1Y | +105.0% | +28.0% | +77.0% | +57.9% |
| 3Y | +427.3% | +70.6% | +356.7% | +199.3% |
| 5Y | +249.3% | +73.3% | +176.0% | +98.8% |
| 10Y | +284.2% | +200.5% | +83.7% | +23.9% |
| All | +284.2% | +195.0% | +89.2% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling