-32.9%
HDB vs IFF
+44.8%
-77.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.9% | +10.4% | +6.6% |
| 7D | +12.9% | -3.3% | +16.2% | +13.5% |
| 30D | +10.0% | +5.3% | +4.7% | +8.3% |
| 3M | +1.8% | +8.9% | -7.1% | -0.8% |
| 6M | -2.1% | +26.3% | -28.4% | -9.3% |
| YTD | -33.4% | +32.2% | -65.6% | -38.1% |
| 1Y | -32.9% | +45.8% | -78.6% | -37.5% |
| All | -32.9% | +44.8% | -77.7% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling