-3.0%
IEF vs HST
+53.2%
-56.2%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.0% | +3.6% | -5.6% | -2.1% |
| 30D | +0.7% | +11.2% | -10.5% | 0.0% |
| 3M | -2.5% | +13.1% | -15.6% | -3.2% |
| 6M | -2.6% | +23.9% | -26.5% | -3.8% |
| YTD | -3.2% | +52.3% | -55.5% | -5.1% |
| 1Y | -3.0% | +56.7% | -59.7% | -5.1% |
| All | -3.0% | +53.2% | -56.2% | -5.1% |
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