-26.7%
HDB vs IFF
+29.0%
-55.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.4% | +7.0% |
| 7D | +0.7% | -3.2% | +3.9% | +1.4% |
| 30D | +1.0% | -0.3% | +1.3% | +1.1% |
| 3M | -2.0% | +8.4% | -10.4% | -3.8% |
| 6M | -18.1% | +23.0% | -41.1% | -21.9% |
| YTD | -36.1% | +25.5% | -61.6% | -39.3% |
| 1Y | -34.0% | +29.1% | -63.1% | -37.7% |
| 3Y | -26.7% | +31.7% | -58.3% | -30.7% |
| All | -26.7% | +29.0% | -55.7% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling