-22.2%
HDB vs IBN
+73.9%
-96.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | -0.3% |
| 7D | +12.7% | +15.8% | -3.1% | +0.3% |
| 30D | +16.6% | +25.1% | -8.5% | -2.4% |
| 3M | +10.8% | +16.0% | -5.2% | -1.5% |
| 6M | +3.8% | +32.8% | -28.9% | -17.1% |
| YTD | -28.9% | +18.0% | -46.9% | -37.9% |
| 1Y | -28.0% | +15.9% | -43.9% | -36.2% |
| 3Y | -7.2% | +57.6% | -64.8% | -36.8% |
| 5Y | -22.2% | +74.7% | -96.9% | -53.0% |
| All | -22.2% | +73.9% | -96.2% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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