+7.4%
HD vs IAG
+766.8%
-759.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.2% |
| 7D | -1.2% | +4.3% | -5.4% | -1.4% |
| 30D | -11.1% | +9.8% | -20.9% | -11.6% |
| 3M | +2.0% | +28.9% | -26.9% | +0.4% |
| 6M | -10.5% | -7.6% | -2.9% | -10.6% |
| YTD | -6.9% | +22.0% | -28.8% | -8.5% |
| 1Y | -23.2% | +99.5% | -122.7% | -26.6% |
| 3Y | +3.1% | +818.3% | -815.2% | -12.0% |
| 5Y | +7.4% | +785.9% | -778.5% | -12.3% |
| All | +7.4% | +766.8% | -759.4% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling