+1,779.3%
HL vs IWD
+726.5%
+1,052.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.8% |
| 7D | +1.5% | -0.3% | +1.7% | +1.8% |
| 30D | +25.1% | +0.6% | +24.5% | +24.5% |
| 3M | +22.9% | +7.2% | +15.7% | +15.1% |
| 6M | -4.9% | +16.2% | -21.1% | -17.4% |
| YTD | +7.8% | +23.3% | -15.5% | -11.3% |
| 1Y | +133.9% | +29.6% | +104.3% | +83.5% |
| 3Y | +380.9% | +70.5% | +310.4% | +191.4% |
| 5Y | +230.2% | +73.5% | +156.7% | +101.2% |
| 10Y | +265.6% | +198.3% | +67.3% | +33.5% |
| All | +1,779.3% | +726.5% | +1,052.8% | +271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling