+4.5%
HD vs IFF
-35.8%
+40.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.2% |
| 6M | -10.1% | +23.0% | -33.1% | -16.4% |
| YTD | -8.3% | +25.5% | -33.8% | -15.4% |
| 1Y | -25.0% | +29.1% | -54.1% | -31.6% |
| 3Y | +1.5% | +31.7% | -30.1% | -8.8% |
| All | +4.5% | -35.8% | +40.3% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling