-6.8%
HDB vs IAG
+696.0%
-702.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.3% |
| 7D | +6.9% | +3.4% | +3.5% | +6.6% |
| 30D | +15.2% | -2.7% | +17.9% | +15.3% |
| 3M | +11.7% | -0.5% | +12.2% | +11.5% |
| 6M | +7.5% | -4.8% | +12.4% | +7.2% |
| YTD | -28.8% | +9.6% | -38.4% | -29.9% |
| 1Y | -29.1% | +32.2% | -61.3% | -30.9% |
| All | -6.8% | +696.0% | -702.8% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling