+634.9%
HLT vs IWF
+566.1%
+68.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.6% |
| 7D | -1.6% | -0.9% | -0.7% | -0.9% |
| 30D | -5.0% | -1.7% | -3.3% | -3.8% |
| 3M | -10.4% | +0.7% | -11.1% | -11.4% |
| 6M | +3.2% | +8.6% | -5.3% | -4.2% |
| YTD | +6.7% | +3.5% | +3.2% | +2.8% |
| 1Y | +10.3% | +7.0% | +3.2% | +2.8% |
| 3Y | +99.3% | +76.3% | +23.0% | +20.6% |
| 5Y | +143.7% | +74.8% | +68.9% | +47.0% |
| 10Y | +584.7% | +420.5% | +164.3% | +38.9% |
| All | +634.9% | +566.1% | +68.8% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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