+122.4%
HST vs IWD
+203.0%
-80.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.4% |
| 7D | +3.6% | +2.3% | +1.3% | +0.6% |
| 30D | +11.2% | +3.6% | +7.6% | +6.4% |
| 3M | +13.1% | +2.2% | +10.9% | +10.1% |
| 6M | +23.9% | +13.0% | +11.0% | +5.7% |
| YTD | +52.3% | +26.5% | +25.8% | +12.3% |
| 1Y | +56.7% | +30.1% | +26.5% | +11.5% |
| 3Y | +87.5% | +84.9% | +2.6% | -14.4% |
| 5Y | +82.8% | +73.4% | +9.4% | -7.9% |
| All | +122.4% | +203.0% | -80.6% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling