+635.0%
HLT vs IVZ
+56.9%
+578.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.6% | -2.4% | -0.2% | -1.7% |
| 30D | -2.6% | +2.5% | -5.1% | -3.6% |
| 3M | -9.4% | +17.1% | -26.5% | -15.0% |
| 6M | +2.7% | +35.1% | -32.4% | -9.1% |
| YTD | +6.8% | +24.3% | -17.6% | -3.0% |
| 1Y | +12.4% | +48.7% | -36.3% | -5.0% |
| 3Y | +100.2% | +135.6% | -35.5% | +37.3% |
| 5Y | +143.7% | +60.3% | +83.4% | +87.8% |
| 10Y | +584.9% | +62.5% | +522.3% | +386.0% |
| All | +635.0% | +56.9% | +578.1% | +431.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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