+780.5%
HD vs IBN
+1,532.9%
-752.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.1% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | -8.4% | -0.3% | -8.1% | -8.4% |
| 3M | +4.3% | +17.1% | -12.8% | +1.2% |
| 6M | -11.1% | +3.4% | -14.5% | -11.7% |
| YTD | -4.7% | +2.5% | -7.2% | -5.2% |
| 1Y | -19.8% | -4.2% | -15.6% | -19.3% |
| 3Y | +4.1% | +32.4% | -28.3% | -2.1% |
| 5Y | +10.3% | +59.2% | -48.9% | -0.4% |
| 10Y | +203.2% | +345.7% | -142.5% | +115.4% |
| All | +780.5% | +1,532.9% | -752.4% | +333.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling