+38.0%
IGV vs HLT
+99.0%
-61.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -5.4% | -2.6% | -2.8% | -4.3% |
| 30D | -2.6% | -2.6% | 0.0% | -1.8% |
| 3M | +10.5% | -9.4% | +19.9% | +14.8% |
| 6M | +18.2% | +2.7% | +15.4% | +14.4% |
| YTD | -4.2% | +6.8% | -11.0% | -9.7% |
| 1Y | -9.8% | +12.4% | -22.2% | -17.9% |
| All | +38.0% | +99.0% | -61.0% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling