+105.0%
HL vs IWD
+28.3%
+76.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +3.4% |
| 7D | +0.4% | -1.2% | +1.6% | +3.4% |
| 30D | +18.8% | -1.6% | +20.5% | +23.9% |
| 3M | +43.7% | +7.0% | +36.7% | +20.7% |
| 6M | -1.0% | +17.0% | -18.0% | -31.7% |
| YTD | +8.7% | +21.6% | -12.9% | -27.6% |
| 1Y | +105.0% | +28.0% | +77.0% | +32.6% |
| All | +105.0% | +28.3% | +76.7% | +32.6% |
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