+768.2%
HST vs IVZ
+954.3%
-186.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.2% |
| 7D | -1.3% | -2.8% | +1.5% | 0.0% |
| 30D | +13.4% | -2.2% | +15.5% | +14.3% |
| 3M | +16.7% | -8.1% | +24.8% | +20.9% |
| 6M | +24.0% | +3.8% | +20.2% | +20.1% |
| YTD | +54.0% | +11.5% | +42.5% | +42.8% |
| 1Y | +55.0% | +23.7% | +31.3% | +36.4% |
| 3Y | +89.3% | +145.8% | -56.5% | +15.0% |
| 5Y | +85.4% | +36.1% | +49.3% | +46.0% |
| 10Y | +137.1% | +42.4% | +94.7% | +62.0% |
| All | +768.2% | +954.3% | -186.1% | +201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling