+122.4%
HST vs IVZ
+43.7%
+78.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -1.2% |
| 7D | +3.6% | +7.6% | -4.0% | 0.0% |
| 30D | +11.2% | +4.3% | +6.9% | +8.8% |
| 3M | +13.1% | -9.3% | +22.4% | +17.9% |
| 6M | +23.9% | +5.2% | +18.7% | +19.2% |
| YTD | +52.3% | +13.4% | +38.8% | +40.1% |
| 1Y | +56.7% | +25.4% | +31.3% | +36.9% |
| 3Y | +87.5% | +152.5% | -65.0% | +11.6% |
| 5Y | +82.8% | +36.7% | +46.1% | +43.0% |
| All | +122.4% | +43.7% | +78.8% | +33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling