+630.8%
HLT vs IWD
+269.5%
+361.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -1.3% |
| 7D | -2.4% | -0.2% | -2.2% | -2.2% |
| 30D | -4.1% | -0.8% | -3.3% | -3.3% |
| 3M | -10.6% | +8.0% | -18.6% | -17.8% |
| 6M | +2.0% | +18.2% | -16.1% | -14.6% |
| YTD | +6.1% | +22.3% | -16.2% | -14.4% |
| 1Y | +9.8% | +28.9% | -19.1% | -16.3% |
| 3Y | +99.0% | +71.5% | +27.5% | +12.6% |
| 5Y | +151.5% | +73.6% | +77.9% | +42.1% |
| 10Y | +561.1% | +194.7% | +366.4% | +122.4% |
| All | +630.8% | +269.5% | +361.3% | +104.6% |
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