-22.1%
HDB vs IAG
+461.2%
-483.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.3% |
| YTD | -28.8% | +9.6% | -38.4% | -30.0% |
| 1Y | -29.1% | +32.2% | -61.3% | -31.2% |
| 3Y | -7.0% | +692.5% | -699.6% | -22.6% |
| 5Y | -22.1% | +447.6% | -469.6% | -36.1% |
| All | -22.1% | +461.2% | -483.2% | -36.1% |
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