+727.5%
IWF vs HAS
+994.4%
-266.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.5% | -1.8% | +2.3% | +1.1% |
| 30D | -0.4% | +2.3% | -2.7% | -1.1% |
| 3M | -2.6% | +10.4% | -13.0% | -5.8% |
| 6M | +9.1% | -3.2% | +12.4% | +9.2% |
| YTD | +4.5% | +15.4% | -10.9% | -1.2% |
| 1Y | +10.1% | +18.8% | -8.7% | +3.0% |
| 3Y | +77.6% | +43.9% | +33.7% | +52.2% |
| 5Y | +73.7% | +13.9% | +59.8% | +57.5% |
| 10Y | +411.5% | +56.4% | +355.1% | +289.4% |
| All | +727.5% | +994.4% | -266.9% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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