+90.4%
HST vs IWD
+85.4%
+5.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +0.6% | +1.6% | -1.0% | -1.4% |
| 30D | +14.5% | +3.6% | +10.9% | +9.5% |
| 3M | +15.4% | +2.0% | +13.4% | +12.5% |
| 6M | +22.0% | +13.1% | +8.9% | +3.5% |
| YTD | +54.9% | +26.2% | +28.7% | +13.3% |
| 1Y | +54.0% | +29.6% | +24.4% | +8.7% |
| 3Y | +90.4% | +84.3% | +6.1% | -18.3% |
| All | +90.4% | +85.4% | +5.0% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling