+575.2%
HLT vs IWD
+203.8%
+371.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.9% |
| 7D | -1.6% | -0.8% | -0.8% | -0.8% |
| 30D | -5.0% | -0.8% | -4.2% | -4.2% |
| 3M | -10.4% | +6.9% | -17.3% | -16.6% |
| 6M | +3.2% | +18.3% | -15.0% | -13.6% |
| YTD | +6.7% | +22.4% | -15.6% | -13.8% |
| 1Y | +10.3% | +27.4% | -17.2% | -14.7% |
| 3Y | +99.3% | +71.2% | +28.2% | +13.7% |
| 5Y | +143.7% | +75.7% | +68.0% | +37.0% |
| All | +575.2% | +203.8% | +371.5% | +143.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling