+71.7%
HST vs IWD
+73.6%
-1.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +1.2% |
| 7D | -1.0% | -0.3% | -0.8% | -0.7% |
| 30D | -12.3% | +0.6% | -12.8% | -13.0% |
| 3M | -6.4% | +7.2% | -13.6% | -14.9% |
| 6M | +15.0% | +16.2% | -1.2% | -6.2% |
| YTD | +30.5% | +23.3% | +7.2% | -1.7% |
| 1Y | +35.7% | +29.6% | +6.1% | -4.4% |
| 3Y | +68.4% | +70.5% | -2.1% | -17.4% |
| All | +71.7% | +73.6% | -1.9% | -16.6% |
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