+1,198.6%
HL vs IWD
+745.7%
+453.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | +8.2% | +1.6% | +6.6% | +6.8% |
| 30D | -16.3% | +3.6% | -19.9% | -19.0% |
| 3M | -18.6% | +2.0% | -20.6% | -19.8% |
| 6M | -23.2% | +13.1% | -36.2% | -31.4% |
| YTD | -25.5% | +26.2% | -51.7% | -39.9% |
| 1Y | -4.8% | +29.6% | -34.3% | -24.9% |
| 3Y | +281.4% | +84.3% | +197.1% | +114.4% |
| 5Y | +137.8% | +73.4% | +64.4% | +45.2% |
| 10Y | +135.5% | +202.4% | -67.0% | -15.2% |
| All | +1,198.6% | +745.7% | +453.0% | +151.7% |
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