+589.9%
HBM vs IFF
+326.7%
+263.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -3.3% | -3.2% | -0.1% | -1.2% |
| 30D | -4.8% | -0.3% | -4.5% | -4.7% |
| 3M | -0.4% | +8.4% | -8.9% | -6.8% |
| 6M | +17.9% | +23.0% | -5.2% | +0.5% |
| YTD | +33.7% | +25.5% | +8.3% | +11.6% |
| 1Y | +95.6% | +29.1% | +66.5% | +58.5% |
| 3Y | +458.1% | +31.7% | +426.5% | +336.7% |
| 5Y | +329.0% | -35.2% | +364.2% | +423.0% |
| 10Y | +588.2% | -20.7% | +608.9% | +546.2% |
| All | +589.9% | +326.7% | +263.2% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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