+580.3%
IGV vs HLT
+643.8%
-63.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | -1.5% | -1.5% | -0.1% | -0.9% |
| 30D | -3.0% | -1.2% | -1.8% | -2.7% |
| 3M | +9.6% | -10.3% | +19.9% | +14.3% |
| 6M | +16.1% | +1.3% | +14.9% | +14.3% |
| YTD | -3.6% | +7.0% | -10.7% | -7.7% |
| 1Y | -7.8% | +11.9% | -19.7% | -13.9% |
| 3Y | +40.0% | +100.7% | -60.7% | +1.3% |
| 5Y | +21.2% | +147.5% | -126.3% | -20.1% |
| 10Y | +364.4% | +586.5% | -222.1% | +91.7% |
| All | +580.3% | +643.8% | -63.5% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling