+206.4%
HD vs IFF
-20.3%
+226.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -3.8% | -3.2% | -0.7% | -2.8% |
| 30D | -9.4% | -0.3% | -9.2% | -9.4% |
| 3M | -4.6% | +8.4% | -13.0% | -7.4% |
| 6M | -10.1% | +23.0% | -33.1% | -16.9% |
| YTD | -8.3% | +25.5% | -33.8% | -16.0% |
| 1Y | -25.0% | +29.1% | -54.1% | -32.1% |
| 3Y | +1.5% | +31.7% | -30.1% | -10.1% |
| 5Y | +5.6% | -35.2% | +40.8% | +15.8% |
| All | +206.4% | -20.3% | +226.7% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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