+3,585.8%
HDB vs IFF
+421.8%
+3,164.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.0% |
| 7D | -4.9% | -3.0% | -1.8% | -3.4% |
| 30D | -5.8% | -0.9% | -4.9% | -5.4% |
| 3M | -5.2% | +11.8% | -17.0% | -11.0% |
| 6M | -25.7% | +16.5% | -42.2% | -32.5% |
| YTD | -39.6% | +26.5% | -66.1% | -47.7% |
| 1Y | -36.9% | +32.7% | -69.6% | -47.1% |
| 3Y | -29.7% | +32.0% | -61.7% | -43.8% |
| 5Y | -37.8% | -36.1% | -1.7% | -30.1% |
| 10Y | +33.7% | -20.1% | +53.8% | +16.8% |
| All | +3,585.8% | +421.8% | +3,164.0% | +1,028.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling