+144.6%
HL vs IWD
+205.2%
-60.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.7% |
| 7D | -5.6% | -0.6% | -5.0% | -4.9% |
| 30D | -16.2% | +3.6% | -19.7% | -19.3% |
| 3M | -20.5% | +2.7% | -23.1% | -22.5% |
| 6M | -31.7% | +13.2% | -44.9% | -40.1% |
| YTD | -26.4% | +26.8% | -53.1% | -42.6% |
| 1Y | -4.3% | +29.3% | -33.6% | -26.7% |
| 3Y | +276.9% | +85.1% | +191.7% | +96.5% |
| 5Y | +124.1% | +74.2% | +49.9% | +26.8% |
| 10Y | +144.6% | +204.6% | -60.0% | -3.0% |
| All | +144.6% | +205.2% | -60.6% | -3.0% |
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