-12.4%
IP vs HBM
+205.9%
-218.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -5.1% | -3.6% | -1.4% | -4.4% |
| 30D | +8.5% | -19.2% | +27.7% | +12.3% |
| 3M | -13.8% | -20.5% | +6.7% | -10.8% |
| 6M | +5.7% | -12.8% | +18.6% | +6.5% |
| YTD | -9.1% | +5.4% | -14.5% | -12.8% |
| 1Y | -0.8% | +33.0% | -33.8% | -8.9% |
| 3Y | +14.8% | +357.3% | -342.5% | -20.3% |
| All | -12.4% | +205.9% | -218.3% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling