+82.6%
HST vs IWF
+62.3%
+20.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.8% |
| 7D | -2.7% | -5.0% | +2.3% | +0.4% |
| 30D | +10.7% | -13.2% | +23.9% | +20.5% |
| 3M | +6.3% | -9.4% | +15.7% | +12.5% |
| 6M | +19.0% | -8.6% | +27.5% | +24.7% |
| YTD | +47.0% | -5.3% | +52.3% | +50.1% |
| 1Y | +53.4% | -5.0% | +58.4% | +56.2% |
| All | +82.6% | +62.3% | +20.3% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling