+137.1%
HST vs IWD
+205.2%
-68.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -1.2% |
| 7D | -1.3% | -0.6% | -0.7% | -0.4% |
| 30D | +13.4% | +3.6% | +9.8% | +8.4% |
| 3M | +16.7% | +2.7% | +14.0% | +12.9% |
| 6M | +24.0% | +13.2% | +10.8% | +5.5% |
| YTD | +54.0% | +26.8% | +27.2% | +13.3% |
| 1Y | +55.0% | +29.3% | +25.8% | +11.3% |
| 3Y | +89.3% | +85.1% | +4.2% | -13.8% |
| 5Y | +85.4% | +74.2% | +11.2% | -7.2% |
| 10Y | +137.1% | +204.6% | -67.4% | -40.9% |
| All | +137.1% | +205.2% | -68.1% | -40.9% |
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