-1.4%
IEF vs HST
+37.9%
-39.2%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -0.6% | -2.8% | +2.2% | -0.4% |
| 3M | -1.0% | -6.5% | +5.5% | -0.7% |
| 6M | -3.1% | +20.7% | -23.8% | -3.7% |
| YTD | -1.9% | +30.5% | -32.3% | -2.8% |
| 1Y | -1.4% | +36.8% | -38.1% | -2.0% |
| All | -1.4% | +37.9% | -39.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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