+122.4%
HST vs IWF
+383.8%
-261.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.8% |
| 7D | +3.6% | +2.8% | +0.8% | +1.3% |
| 30D | +11.2% | -7.5% | +18.8% | +17.8% |
| 3M | +13.1% | -8.5% | +21.6% | +20.5% |
| 6M | +23.9% | -7.4% | +31.3% | +30.0% |
| YTD | +52.3% | -2.6% | +54.9% | +53.3% |
| 1Y | +56.7% | -1.8% | +58.5% | +56.4% |
| 3Y | +87.5% | +65.5% | +22.1% | +20.9% |
| 5Y | +82.8% | +55.8% | +27.0% | +22.2% |
| All | +122.4% | +383.8% | -261.4% | -39.6% |
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