+49.3%
IJH vs HDB
-31.0%
+80.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.7% |
| 7D | -2.5% | -6.2% | +3.7% | -1.2% |
| 30D | -5.0% | -6.2% | +1.2% | -3.8% |
| 3M | +0.5% | -5.9% | +6.4% | +1.4% |
| 6M | +8.2% | -25.9% | +34.2% | +14.3% |
| YTD | +12.5% | -40.2% | +52.7% | +23.6% |
| 1Y | +14.4% | -38.0% | +52.4% | +24.6% |
| All | +49.3% | -31.0% | +80.3% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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