+31,139.8%
HD vs IP
+364.8%
+30,775.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.2% |
| 7D | -2.1% | -5.3% | +3.2% | -0.2% |
| 30D | -8.4% | -10.9% | +2.4% | -4.7% |
| 3M | +4.3% | +11.2% | -6.8% | -0.1% |
| 6M | -11.1% | -10.2% | -0.9% | -8.9% |
| YTD | -4.7% | -2.0% | -2.7% | -5.6% |
| 1Y | -19.8% | -19.1% | -0.7% | -15.6% |
| 3Y | +4.1% | +20.9% | -16.7% | -8.7% |
| 5Y | +10.3% | -17.8% | +28.1% | +9.6% |
| 10Y | +203.2% | +23.5% | +179.6% | +146.4% |
| All | +31,139.8% | +364.8% | +30,775.0% | +9,914.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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