+73.7%
HST vs IVZ
+63.4%
+10.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.1% |
| 7D | +2.0% | +1.1% | +0.9% | +1.4% |
| 30D | -5.2% | +3.1% | -8.3% | -6.7% |
| 3M | -6.2% | +18.2% | -24.4% | -13.9% |
| 6M | +20.4% | +38.6% | -18.2% | +2.0% |
| YTD | +30.6% | +25.9% | +4.7% | +15.2% |
| 1Y | +37.4% | +51.7% | -14.3% | +10.1% |
| 3Y | +66.1% | +138.7% | -72.5% | +1.9% |
| 5Y | +73.7% | +62.8% | +10.9% | +24.4% |
| All | +73.7% | +63.4% | +10.3% | +24.4% |
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 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