-2.6%
HD vs IBN
+16.2%
-18.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.3% |
| 7D | +5.2% | +15.8% | -10.6% | -2.9% |
| 30D | +20.7% | +25.1% | -4.3% | +7.1% |
| 3M | +0.8% | +16.0% | -15.2% | -7.2% |
| 6M | +12.2% | +32.8% | -20.6% | -3.7% |
| YTD | +4.2% | +18.0% | -13.8% | -9.2% |
| 1Y | -2.6% | +15.9% | -18.4% | -14.9% |
| All | -2.6% | +16.2% | -18.7% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling