+21.2%
IP vs HBM
+424.8%
-403.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.6% |
| 7D | -0.3% | +2.2% | -2.5% | -0.7% |
| 30D | +7.9% | -11.8% | +19.7% | +9.8% |
| 3M | -15.3% | -19.2% | +3.9% | -12.8% |
| 6M | +10.5% | -22.9% | +33.4% | +13.6% |
| YTD | -9.4% | +7.8% | -17.2% | -13.1% |
| 1Y | -4.6% | +34.9% | -39.5% | -12.0% |
| 3Y | +21.2% | +422.2% | -401.0% | -12.7% |
| All | +21.2% | +424.8% | -403.5% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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