+107.0%
HST vs IVZ
+60.3%
+46.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | -0.3% | +1.2% | -1.5% | -0.9% |
| 30D | -2.8% | +1.8% | -4.6% | -3.7% |
| 3M | -6.5% | +15.7% | -22.2% | -13.5% |
| 6M | +20.7% | +36.3% | -15.6% | +2.6% |
| YTD | +30.5% | +24.9% | +5.5% | +15.1% |
| 1Y | +36.8% | +48.9% | -12.2% | +10.3% |
| 3Y | +65.9% | +136.8% | -70.9% | +2.7% |
| 5Y | +73.9% | +60.0% | +13.9% | +26.0% |
| 10Y | +107.0% | +63.4% | +43.7% | +17.2% |
| All | +107.0% | +60.3% | +46.7% | +17.2% |
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