+2,366.7%
HDB vs IAG
+377.5%
+1,989.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | +0.4% | -0.5% | +1.0% | +0.4% |
| 30D | -2.8% | +28.9% | -31.7% | -5.7% |
| 3M | -3.5% | +19.1% | -22.7% | -5.9% |
| 6M | -24.7% | -10.3% | -14.5% | -24.5% |
| YTD | -36.6% | +24.2% | -60.8% | -39.0% |
| 1Y | -34.4% | +116.5% | -150.9% | -41.0% |
| 3Y | -24.4% | +742.8% | -767.2% | -43.6% |
| 5Y | -35.4% | +753.3% | -788.7% | -53.9% |
| 10Y | +39.5% | +403.2% | -363.7% | -3.7% |
| All | +2,366.7% | +377.5% | +1,989.2% | +1,266.1% |
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 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