+1,684.7%
HD vs IAG
+337.4%
+1,347.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.2% | -9.0% | -2.1% |
| 7D | +4.3% | +21.4% | -17.1% | +3.5% |
| 30D | +20.2% | +4.0% | +16.1% | +19.9% |
| 3M | -1.0% | +17.0% | -18.0% | -1.8% |
| 6M | +7.9% | +1.4% | +6.5% | +7.5% |
| YTD | +2.0% | +13.8% | -11.8% | +0.9% |
| 1Y | -4.3% | +55.8% | -60.1% | -6.5% |
| 3Y | +25.9% | +647.4% | -621.5% | +14.6% |
| 5Y | +5.8% | +519.1% | -513.3% | -4.6% |
| 10Y | +262.5% | +345.6% | -83.1% | +222.9% |
| All | +1,684.7% | +337.4% | +1,347.3% | +1,309.9% |
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