+35.7%
HST vs IVZ
+56.4%
-20.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | -1.0% | +0.6% | -1.7% | -1.2% |
| 30D | -12.3% | +4.0% | -16.3% | -13.3% |
| 3M | -6.4% | +18.2% | -24.5% | -11.5% |
| 6M | +15.0% | +32.8% | -17.8% | +3.6% |
| YTD | +30.5% | +28.7% | +1.8% | +18.6% |
| 1Y | +35.7% | +55.4% | -19.7% | +16.4% |
| All | +35.7% | +56.4% | -20.8% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling