+137.1%
HST vs IWF
+392.3%
-255.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -2.3% |
| 7D | -1.3% | -1.1% | -0.2% | -0.5% |
| 30D | +13.4% | -8.3% | +21.6% | +20.8% |
| 3M | +16.7% | -5.6% | +22.3% | +21.4% |
| 6M | +24.0% | -5.4% | +29.4% | +28.0% |
| YTD | +54.0% | -1.2% | +55.1% | +53.2% |
| 1Y | +55.0% | -2.7% | +57.7% | +55.9% |
| 3Y | +89.3% | +67.8% | +21.6% | +20.9% |
| 5Y | +85.4% | +60.1% | +25.3% | +21.4% |
| 10Y | +137.1% | +392.2% | -255.0% | -32.3% |
| All | +137.1% | +392.3% | -255.1% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling