+52.5%
HST vs IVZ
+21.8%
+30.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +3.6% | +5.1% | -1.5% | +1.9% |
| 30D | +9.9% | -1.6% | +11.5% | +10.4% |
| 3M | +12.9% | -9.1% | +22.1% | +15.8% |
| 6M | +22.9% | +1.8% | +21.1% | +21.0% |
| YTD | +52.4% | +10.8% | +41.6% | +44.3% |
| 1Y | +52.5% | +19.1% | +33.4% | +40.4% |
| All | +52.5% | +21.8% | +30.7% | +40.4% |
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