+3,769.4%
HDB vs IBN
+3,931.2%
-161.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +0.4% | +1.4% | -1.0% | -0.4% |
| 30D | -2.8% | -0.3% | -2.5% | -2.7% |
| 3M | -3.5% | +17.1% | -20.6% | -11.8% |
| 6M | -24.7% | +3.4% | -28.1% | -26.0% |
| YTD | -36.6% | +2.5% | -39.1% | -37.4% |
| 1Y | -34.4% | -4.2% | -30.2% | -32.8% |
| 3Y | -24.4% | +32.4% | -56.8% | -35.7% |
| 5Y | -35.4% | +59.2% | -94.5% | -50.5% |
| 10Y | +39.5% | +345.7% | -306.1% | -43.9% |
| All | +3,769.4% | +3,931.2% | -161.7% | +587.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling