-37.8%
HDB vs IAG
+804.8%
-842.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.9% |
| 7D | -4.9% | +1.7% | -6.6% | -5.0% |
| 30D | -5.8% | +11.4% | -17.3% | -6.6% |
| 3M | -5.2% | +33.0% | -38.2% | -7.4% |
| 6M | -25.7% | -6.0% | -19.7% | -26.0% |
| YTD | -39.6% | +24.6% | -64.1% | -41.0% |
| 1Y | -36.9% | +105.0% | -141.9% | -40.6% |
| 3Y | -29.7% | +837.9% | -867.6% | -41.8% |
| 5Y | -37.8% | +817.0% | -854.7% | -48.2% |
| All | -37.8% | +804.8% | -842.6% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling