-9.7%
IP vs HBM
+217.3%
-227.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.0% | -6.1% | +1.3% |
| 7D | -3.0% | +5.0% | -8.1% | -3.9% |
| 30D | +10.6% | -12.7% | +23.4% | +13.0% |
| 3M | -13.6% | -17.4% | +3.9% | -11.2% |
| 6M | +10.4% | -8.9% | +19.3% | +10.4% |
| YTD | -6.5% | +14.9% | -21.4% | -11.6% |
| 1Y | -2.1% | +41.4% | -43.5% | -11.1% |
| 3Y | +22.0% | +462.1% | -440.1% | -18.5% |
| 5Y | -9.7% | +224.0% | -233.7% | -38.2% |
| All | -9.7% | +217.3% | -227.0% | -38.2% |
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