+571.9%
HPE vs IAG
+757.4%
-185.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.8% |
| 7D | +7.9% | -7.7% | +15.5% | +8.3% |
| 30D | -23.5% | +1.6% | -25.1% | -23.6% |
| 3M | -19.1% | -2.4% | -16.6% | -19.1% |
| 6M | +51.4% | -7.8% | +59.2% | +51.5% |
| YTD | +103.4% | +5.0% | +98.4% | +101.9% |
| 1Y | +114.4% | +25.7% | +88.7% | +111.1% |
| 3Y | +224.7% | +694.5% | -469.8% | +195.9% |
| 5Y | +277.8% | +421.7% | -143.9% | +240.6% |
| 10Y | +371.1% | +382.5% | -11.4% | +322.8% |
| All | +571.9% | +757.4% | -185.5% | +458.5% |
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