+621.7%
HPE vs IAG
+913.9%
-292.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -4.4% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | -2.3% | +28.9% | -31.2% | -3.6% |
| 3M | -2.9% | +19.1% | -22.0% | -3.9% |
| 6M | +143.6% | -10.3% | +153.8% | +143.4% |
| YTD | +118.5% | +24.2% | +94.3% | +115.2% |
| 1Y | +129.2% | +116.5% | +12.7% | +120.3% |
| 3Y | +212.5% | +742.8% | -530.3% | +183.4% |
| 5Y | +286.9% | +753.3% | -466.4% | +244.2% |
| 10Y | +432.3% | +403.2% | +29.1% | +374.5% |
| All | +621.7% | +913.9% | -292.1% | +495.3% |
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