+224.7%
HPE vs IAG
+663.0%
-438.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.8% |
| 7D | +7.9% | -7.7% | +15.5% | +8.7% |
| 30D | -23.5% | +1.6% | -25.1% | -23.8% |
| 3M | -19.1% | -2.4% | -16.6% | -19.0% |
| 6M | +51.4% | -7.8% | +59.2% | +51.3% |
| YTD | +103.4% | +5.0% | +98.4% | +100.3% |
| 1Y | +114.4% | +25.7% | +88.7% | +108.0% |
| 3Y | +224.7% | +694.5% | -469.8% | +167.1% |
| All | +224.7% | +663.0% | -438.3% | +167.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling