+649.7%
HBM vs IAG
+185.4%
+464.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.8% | -1.4% |
| 7D | +5.5% | +1.7% | +3.8% | +4.8% |
| 30D | +3.3% | +11.4% | -8.2% | -0.7% |
| 3M | +12.7% | +33.0% | -20.4% | +1.9% |
| 6M | +28.2% | -6.0% | +34.2% | +32.1% |
| YTD | +45.3% | +24.6% | +20.7% | +36.2% |
| 1Y | +121.7% | +105.0% | +16.7% | +75.1% |
| 3Y | +523.5% | +837.9% | -314.4% | +181.1% |
| 5Y | +393.9% | +817.0% | -423.1% | +108.4% |
| 10Y | +647.9% | +425.3% | +222.6% | +213.3% |
| All | +649.7% | +185.4% | +464.3% | +253.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling