+112.8%
HL vs IWD
+72.9%
+39.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.2% |
| 7D | -11.1% | +2.3% | -13.4% | -14.2% |
| 30D | -12.1% | +3.6% | -15.7% | -16.4% |
| 3M | -26.1% | +2.2% | -28.3% | -28.1% |
| 6M | -37.7% | +13.0% | -50.7% | -47.6% |
| YTD | -31.7% | +26.5% | -58.2% | -50.6% |
| 1Y | -11.6% | +30.1% | -41.8% | -38.4% |
| 3Y | +249.6% | +84.9% | +164.8% | +46.3% |
| All | +112.8% | +72.9% | +39.9% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling