+547.7%
HST vs IWF
+649.6%
-101.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.4% |
| 7D | -2.7% | -5.0% | +2.3% | +2.6% |
| 30D | +10.7% | -13.2% | +23.9% | +28.1% |
| 3M | +6.3% | -9.4% | +15.7% | +17.2% |
| 6M | +19.0% | -8.6% | +27.5% | +28.5% |
| YTD | +47.0% | -5.3% | +52.3% | +52.3% |
| 1Y | +53.4% | -5.0% | +58.4% | +57.9% |
| 3Y | +78.0% | +64.6% | +13.4% | -2.9% |
| 5Y | +71.7% | +50.8% | +20.9% | +1.1% |
| 10Y | +146.2% | +385.7% | -239.5% | -66.9% |
| All | +547.7% | +649.6% | -101.9% | -65.7% |
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