+634.9%
HLT vs IEF
+20.6%
+614.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | -0.1% |
| 7D | -1.6% | -1.3% | -0.3% | -2.3% |
| 30D | -5.0% | -1.7% | -3.3% | -5.9% |
| 3M | -10.4% | -2.5% | -7.9% | -11.6% |
| 6M | +3.2% | -3.3% | +6.5% | +1.3% |
| YTD | +6.7% | -2.8% | +9.6% | +5.0% |
| 1Y | +10.3% | -2.7% | +13.0% | +8.5% |
| 3Y | +99.3% | +8.9% | +90.4% | +110.6% |
| 5Y | +143.7% | -9.4% | +153.1% | +108.9% |
| 10Y | +584.7% | +3.7% | +581.1% | +598.9% |
| All | +634.9% | +20.6% | +614.3% | +763.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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