+23.1%
IGV vs HLT
+142.1%
-118.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.9% | -1.6% | -1.3% | -2.1% |
| 30D | -1.5% | -5.0% | +3.5% | +0.9% |
| 3M | +11.7% | -10.4% | +22.1% | +17.6% |
| 6M | +18.4% | +3.2% | +15.2% | +14.4% |
| YTD | -3.9% | +6.7% | -10.7% | -9.3% |
| 1Y | -9.7% | +10.3% | -19.9% | -16.9% |
| 3Y | +38.4% | +99.3% | -60.9% | -11.2% |
| All | +23.1% | +142.1% | -118.9% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling