+387.4%
HL vs IAG
+368.9%
+18.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | +0.2% |
| 7D | +7.1% | +4.3% | +2.8% | +4.1% |
| 30D | +21.4% | +9.8% | +11.7% | +14.0% |
| 3M | +37.4% | +28.9% | +8.5% | +15.0% |
| 6M | +0.4% | -7.6% | +8.0% | +6.2% |
| YTD | +6.7% | +22.0% | -15.3% | -7.1% |
| 1Y | +102.4% | +99.5% | +2.9% | +26.1% |
| 3Y | +417.4% | +818.3% | -400.9% | -0.5% |
| 5Y | +243.3% | +785.9% | -542.6% | -42.3% |
| 10Y | +242.6% | +381.1% | -138.5% | -24.3% |
| All | +387.4% | +368.9% | +18.6% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling