+529.6%
HD vs IQV
+519.5%
+10.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.4% |
| 7D | -0.5% | +2.4% | -2.8% | -1.3% |
| 30D | +18.5% | +4.0% | +14.5% | +16.6% |
| 3M | +2.2% | +12.2% | -10.0% | -2.4% |
| 6M | +13.8% | +54.9% | -41.0% | -4.2% |
| YTD | +3.4% | +20.3% | -16.9% | -6.0% |
| 1Y | -3.5% | +22.7% | -26.2% | -13.0% |
| 3Y | +29.0% | +38.3% | -9.3% | +6.0% |
| 5Y | +6.1% | +6.5% | -0.4% | -4.3% |
| 10Y | +242.3% | +251.5% | -9.2% | +93.0% |
| All | +529.6% | +519.5% | +10.1% | +213.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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