+247.2%
HD vs IAG
+336.8%
-89.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | -0.4% |
| 7D | +5.2% | +16.8% | -11.6% | +4.4% |
| 30D | +20.7% | -1.5% | +22.2% | +20.7% |
| 3M | +0.8% | +0.5% | +0.3% | +0.6% |
| 6M | +12.2% | -1.0% | +13.2% | +11.8% |
| YTD | +4.2% | +12.3% | -8.1% | +3.0% |
| 1Y | -2.6% | +39.2% | -41.8% | -4.7% |
| 3Y | +30.0% | +712.3% | -682.3% | +15.5% |
| 5Y | +8.1% | +484.2% | -476.1% | -5.1% |
| 10Y | +247.2% | +382.3% | -135.1% | +204.9% |
| All | +247.2% | +336.8% | -89.6% | +204.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling