+256.9%
HL vs IBN
+324.2%
-67.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.9% |
| 7D | -4.4% | -3.0% | -1.3% | -3.4% |
| 30D | +9.3% | -1.5% | +10.8% | +9.8% |
| 3M | +32.0% | +7.9% | +24.1% | +28.5% |
| 6M | -6.4% | +8.6% | -15.1% | -9.2% |
| YTD | +3.1% | -0.6% | +3.7% | +2.9% |
| 1Y | +77.6% | -7.3% | +84.9% | +80.5% |
| 3Y | +392.8% | +26.2% | +366.6% | +343.5% |
| 5Y | +234.1% | +57.8% | +176.3% | +175.0% |
| All | +256.9% | +324.2% | -67.3% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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