+205.0%
HD vs IBN
+312.4%
-107.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -1.7% |
| 7D | -1.2% | -2.2% | +1.0% | -0.7% |
| 30D | -11.1% | -2.3% | -8.9% | -10.7% |
| 3M | +2.0% | +15.9% | -13.8% | -1.4% |
| 6M | -10.5% | +5.6% | -16.0% | -11.6% |
| YTD | -6.9% | -0.1% | -6.8% | -7.0% |
| 1Y | -23.2% | -6.5% | -16.6% | -22.3% |
| 3Y | +3.1% | +29.3% | -26.2% | -3.8% |
| 5Y | +7.4% | +56.6% | -49.2% | -4.6% |
| 10Y | +205.0% | +314.4% | -109.4% | +130.8% |
| All | +205.0% | +312.4% | -107.4% | +130.8% |
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