+54.0%
HST vs IVZ
+25.3%
+28.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +0.6% | +2.2% | -1.6% | -0.1% |
| 30D | +14.5% | -2.2% | +16.6% | +15.1% |
| 3M | +15.4% | -8.4% | +23.8% | +18.0% |
| 6M | +22.0% | +6.2% | +15.8% | +18.3% |
| YTD | +54.9% | +12.4% | +42.5% | +46.1% |
| 1Y | +54.0% | +26.0% | +28.0% | +39.4% |
| All | +54.0% | +25.3% | +28.7% | +39.4% |
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