+115.1%
INDA vs HRB
+395.5%
-280.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.7% |
| 7D | +0.7% | -5.7% | +6.4% | +1.7% |
| 30D | -0.8% | +7.9% | -8.7% | -2.5% |
| 3M | +3.9% | +32.1% | -28.2% | -1.9% |
| 6M | -0.7% | +62.2% | -63.0% | -10.6% |
| YTD | -7.7% | +16.4% | -24.1% | -11.6% |
| 1Y | -5.1% | -0.3% | -4.8% | -6.4% |
| 3Y | +13.6% | +36.0% | -22.4% | +2.9% |
| 5Y | +7.8% | +125.2% | -117.4% | -14.9% |
| 10Y | +84.6% | +237.7% | -153.0% | +22.5% |
| All | +115.1% | +395.5% | -280.4% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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