+85.4%
HST vs IWD
+74.1%
+11.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.3% |
| 3M | +16.7% | +2.7% | +14.0% | +12.7% |
| 6M | +24.0% | +13.2% | +10.8% | +4.8% |
| YTD | +54.0% | +26.8% | +27.2% | +11.7% |
| 1Y | +55.0% | +29.3% | +25.8% | +9.5% |
| 3Y | +89.3% | +85.1% | +4.2% | -17.4% |
| 5Y | +85.4% | +74.2% | +11.2% | -9.9% |
| All | +85.4% | +74.1% | +11.4% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling