+248.6%
HD vs IBN
+385.6%
-137.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +1.5% | +1.9% | -0.3% | +1.1% |
| 30D | +18.0% | +22.1% | -4.1% | +12.4% |
| 3M | +2.8% | +17.1% | -14.3% | -1.1% |
| 6M | +17.0% | +35.5% | -18.6% | +8.7% |
| YTD | +3.5% | +16.8% | -13.3% | -0.5% |
| 1Y | -2.6% | +12.4% | -15.0% | -5.6% |
| 3Y | +30.7% | +58.0% | -27.3% | +16.1% |
| 5Y | +6.2% | +73.7% | -67.5% | -8.2% |
| All | +248.6% | +385.6% | -137.0% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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