+108.1%
HST vs IWF
+418.7%
-310.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.2% |
| 7D | +0.7% | -1.7% | +2.4% | +2.0% |
| 30D | -0.7% | -1.8% | +1.2% | +0.7% |
| 3M | -4.0% | +1.5% | -5.5% | -5.7% |
| 6M | +20.7% | +7.7% | +13.0% | +12.8% |
| YTD | +31.0% | +2.7% | +28.3% | +27.1% |
| 1Y | +36.2% | +6.8% | +29.5% | +27.5% |
| 3Y | +66.6% | +76.9% | -10.2% | +2.3% |
| 5Y | +75.8% | +73.4% | +2.4% | +8.3% |
| All | +108.1% | +418.7% | -310.6% | -48.5% |
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