+44.0%
IGV vs HST
+67.0%
-23.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -4.5% | -1.0% | -3.5% | -4.2% |
| 30D | +3.2% | -12.3% | +15.5% | +8.0% |
| 3M | +4.5% | -6.4% | +10.9% | +6.6% |
| 6M | +22.1% | +15.0% | +7.1% | +14.3% |
| YTD | -1.0% | +30.5% | -31.6% | -12.2% |
| 1Y | -2.1% | +35.7% | -37.8% | -14.9% |
| All | +44.0% | +67.0% | -23.0% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling