+56.7%
HST vs IVZ
+22.9%
+33.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.8% |
| 7D | +3.6% | +7.6% | -4.0% | +1.1% |
| 30D | +11.2% | +4.3% | +6.9% | +9.8% |
| 3M | +13.1% | -9.3% | +22.4% | +16.0% |
| 6M | +23.9% | +5.2% | +18.7% | +20.7% |
| YTD | +52.3% | +13.4% | +38.8% | +43.6% |
| 1Y | +56.7% | +25.4% | +31.3% | +44.7% |
| All | +56.7% | +22.9% | +33.8% | +44.7% |
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