+10.8%
IGV vs HST
+72.3%
-61.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.2% | -2.7% | -2.5% | -4.1% |
| 30D | -10.0% | +10.7% | -20.7% | -13.9% |
| 3M | -0.5% | +6.3% | -6.8% | -3.3% |
| 6M | +12.6% | +19.0% | -6.4% | +3.5% |
| YTD | -6.4% | +47.0% | -53.5% | -22.4% |
| 1Y | -9.5% | +53.4% | -63.0% | -26.6% |
| 3Y | +41.7% | +78.0% | -36.3% | +4.1% |
| All | +10.8% | +72.3% | -61.6% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling