+15.8%
HBM vs IAG
-10.0%
+25.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.2% | -5.3% | -5.7% |
| 7D | -3.7% | -4.1% | +0.3% | -0.4% |
| 30D | -3.7% | +10.6% | -14.3% | -11.9% |
| 3M | +8.0% | +35.4% | -27.4% | -18.1% |
| 6M | +15.8% | -9.5% | +25.3% | +28.8% |
| All | +15.8% | -10.0% | +25.8% | +28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling