+210.2%
HD vs IAG
+401.0%
-190.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.2% | -1.1% |
| 7D | -1.8% | +1.7% | -3.5% | -1.9% |
| 30D | -10.8% | +11.4% | -22.3% | -11.3% |
| 3M | -2.7% | +33.0% | -35.7% | -4.1% |
| 6M | -10.3% | -6.0% | -4.3% | -10.5% |
| YTD | -7.8% | +24.6% | -32.4% | -9.2% |
| 1Y | -23.1% | +105.0% | -128.1% | -26.0% |
| 3Y | +2.0% | +837.9% | -835.9% | -9.3% |
| 5Y | +6.2% | +817.0% | -810.7% | -7.4% |
| 10Y | +210.2% | +425.3% | -215.2% | +171.9% |
| All | +210.2% | +401.0% | -190.8% | +171.9% |
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