+357.7%
IGV vs HLT
+590.2%
-232.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.9% | -1.6% | -1.3% | -2.2% |
| 30D | -1.5% | -5.0% | +3.5% | +0.5% |
| 3M | +11.7% | -10.4% | +22.1% | +16.5% |
| 6M | +18.4% | +3.2% | +15.2% | +15.5% |
| YTD | -3.9% | +6.7% | -10.7% | -8.0% |
| 1Y | -9.7% | +10.3% | -19.9% | -15.1% |
| 3Y | +38.4% | +99.3% | -60.9% | -0.2% |
| 5Y | +21.6% | +143.7% | -122.1% | -19.8% |
| All | +357.7% | +590.2% | -232.5% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 10y: compounded portfolio wealth divided by compounded HLT 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…
10y analysis · Full analysis span regression · 6 months rolling