+332.5%
HBM vs IAG
+820.9%
-488.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -3.3% | -1.1% | -2.2% | -2.8% |
| 30D | -4.8% | +12.1% | -16.9% | -9.9% |
| 3M | -0.4% | +25.5% | -26.0% | -10.5% |
| 6M | +17.9% | -7.1% | +25.0% | +22.0% |
| YTD | +33.7% | +22.9% | +10.9% | +23.2% |
| 1Y | +95.6% | +83.3% | +12.2% | +52.7% |
| 3Y | +458.1% | +808.5% | -350.4% | +114.2% |
| All | +332.5% | +820.9% | -488.4% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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