+36.8%
HST vs IWF
+8.6%
+28.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | -0.3% | +0.5% | -0.9% | -0.5% |
| 30D | -2.8% | -1.4% | -1.4% | -2.4% |
| 3M | -6.5% | +0.4% | -6.9% | -6.4% |
| 6M | +20.7% | +8.5% | +12.3% | +15.3% |
| YTD | +30.5% | +3.7% | +26.8% | +25.4% |
| 1Y | +36.8% | +8.5% | +28.3% | +31.2% |
| All | +36.8% | +8.6% | +28.2% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling