+72.1%
HST vs IVZ
+28.6%
+43.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.7% | -2.4% | -0.2% | -1.6% |
| 30D | +10.7% | -11.2% | +21.9% | +16.8% |
| 3M | +6.3% | -14.0% | +20.2% | +13.5% |
| 6M | +19.0% | +0.5% | +18.5% | +16.9% |
| YTD | +47.0% | +5.4% | +41.6% | +40.0% |
| 1Y | +53.4% | +19.5% | +34.0% | +36.9% |
| 3Y | +78.0% | +128.7% | -50.7% | +7.9% |
| All | +72.1% | +28.6% | +43.5% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling