+548.0%
HST vs IWD
+731.9%
-184.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.6% | -3.1% | -1.8% |
| 7D | -4.2% | -0.9% | -3.3% | -2.8% |
| 30D | +9.6% | +2.6% | +6.9% | +5.5% |
| 3M | -1.1% | +1.2% | -2.4% | -2.9% |
| 6M | +21.1% | +12.1% | +9.0% | +2.1% |
| YTD | +47.1% | +24.1% | +22.9% | +6.8% |
| 1Y | +64.0% | +28.5% | +35.5% | +13.2% |
| 3Y | +77.1% | +79.5% | -2.4% | -25.0% |
| 5Y | +71.8% | +70.3% | +1.5% | -20.4% |
| 10Y | +146.3% | +212.5% | -66.2% | -54.0% |
| All | +548.0% | +731.9% | -184.0% | -56.5% |
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