+238.2%
HL vs IAG
+796.9%
-558.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -2.6% |
| 7D | -5.6% | -4.1% | -1.6% | -3.0% |
| 30D | +12.7% | +10.6% | +2.1% | +5.9% |
| 3M | +42.5% | +35.4% | +7.1% | +17.6% |
| 6M | -9.0% | -9.5% | +0.5% | -3.0% |
| YTD | +4.4% | +21.8% | -17.4% | -6.9% |
| 1Y | +82.7% | +84.1% | -1.5% | +28.8% |
| 3Y | +406.3% | +817.4% | -411.1% | +32.8% |
| 5Y | +238.2% | +830.1% | -591.9% | -16.5% |
| All | +238.2% | +796.9% | -558.7% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling