+155.0%
HPE vs IAG
+86.2%
+68.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.6% | +12.3% |
| 7D | +19.4% | -1.1% | +20.5% | +19.6% |
| 30D | +5.6% | +12.1% | -6.5% | +4.0% |
| 3M | +33.1% | +25.5% | +7.5% | +28.2% |
| 6M | +192.5% | -7.1% | +199.6% | +186.0% |
| YTD | +160.9% | +22.9% | +138.1% | +153.1% |
| 1Y | +155.0% | +83.3% | +71.6% | +135.5% |
| All | +155.0% | +86.2% | +68.7% | +135.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling