+33,829.3%
HD vs IFF
+802.8%
+33,026.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.3% |
| 7D | +1.5% | -1.8% | +3.3% | +2.2% |
| 30D | +18.0% | -9.4% | +27.4% | +22.5% |
| 3M | +2.8% | -3.0% | +5.8% | +3.8% |
| 6M | +17.0% | +5.8% | +11.2% | +13.7% |
| YTD | +3.5% | +22.4% | -18.8% | -6.1% |
| 1Y | -2.6% | +23.0% | -25.6% | -11.9% |
| 3Y | +30.7% | +21.8% | +9.0% | +16.2% |
| 5Y | +6.2% | -39.2% | +45.5% | +20.6% |
| 10Y | +242.7% | -12.4% | +255.1% | +211.7% |
| All | +33,829.3% | +802.8% | +33,026.5% | +8,260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling