+2,669.0%
HDB vs IAG
+321.3%
+2,347.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | +6.9% | +3.4% | +3.5% | +6.5% |
| 30D | +15.2% | -2.7% | +17.9% | +15.4% |
| 3M | +11.7% | -0.5% | +12.2% | +11.4% |
| 6M | +7.5% | -4.8% | +12.4% | +7.2% |
| YTD | -28.8% | +9.6% | -38.4% | -30.7% |
| 1Y | -29.1% | +32.2% | -61.3% | -32.5% |
| 3Y | -7.0% | +692.5% | -699.6% | -30.1% |
| 5Y | -22.1% | +447.6% | -469.6% | -41.5% |
| 10Y | +64.9% | +403.3% | -338.4% | +14.2% |
| All | +2,669.0% | +321.3% | +2,347.7% | +1,450.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling