-23.1%
HD vs IBN
-8.0%
-15.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | -1.8% | -5.1% | +3.3% | +0.5% |
| 30D | -10.8% | -3.5% | -7.3% | -9.5% |
| 3M | -2.7% | +11.3% | -14.0% | -7.2% |
| 6M | -10.3% | +4.4% | -14.7% | -13.3% |
| YTD | -7.8% | -1.8% | -6.0% | -10.3% |
| 1Y | -23.1% | -8.0% | -15.2% | -24.9% |
| All | -23.1% | -8.0% | -15.2% | -24.9% |
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