+256.9%
HL vs IAG
+427.6%
-170.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.8% |
| 7D | -4.4% | -1.1% | -3.3% | -3.6% |
| 30D | +9.3% | +12.1% | -2.8% | +1.5% |
| 3M | +32.0% | +25.5% | +6.5% | +13.4% |
| 6M | -6.4% | -7.1% | +0.7% | -1.6% |
| YTD | +3.1% | +22.9% | -19.7% | -9.7% |
| 1Y | +77.6% | +83.3% | -5.8% | +20.7% |
| 3Y | +392.8% | +808.5% | -415.7% | +7.0% |
| 5Y | +234.1% | +838.0% | -603.9% | -38.5% |
| All | +256.9% | +427.6% | -170.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling