+547.7%
HST vs IWD
+728.9%
-181.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.5% |
| 7D | -2.7% | -0.5% | -2.2% | -2.0% |
| 30D | +10.7% | +2.7% | +8.0% | +6.6% |
| 3M | +6.3% | +0.9% | +5.4% | +4.9% |
| 6M | +19.0% | +10.5% | +8.4% | +2.4% |
| YTD | +47.0% | +23.7% | +23.3% | +7.3% |
| 1Y | +53.4% | +28.7% | +24.7% | +5.7% |
| 3Y | +78.0% | +79.7% | -1.7% | -24.7% |
| 5Y | +71.7% | +69.7% | +2.0% | -20.1% |
| 10Y | +146.2% | +211.4% | -65.2% | -53.8% |
| All | +547.7% | +728.9% | -181.2% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling