+474.9%
HST vs IWF
+727.1%
-252.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.0% | +0.5% | -1.6% | -1.6% |
| 30D | -12.3% | -0.4% | -11.9% | -12.0% |
| 3M | -6.4% | -2.6% | -3.7% | -4.8% |
| 6M | +15.0% | +9.1% | +5.9% | +3.2% |
| YTD | +30.5% | +4.5% | +26.0% | +22.5% |
| 1Y | +35.7% | +10.1% | +25.6% | +19.5% |
| 3Y | +68.4% | +77.6% | -9.3% | -14.8% |
| 5Y | +73.1% | +73.7% | -0.6% | -12.3% |
| 10Y | +92.7% | +411.5% | -318.8% | -75.2% |
| All | +474.9% | +727.1% | -252.1% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling