+916.1%
IP vs HBM
+435.3%
+480.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.4% | +3.4% | -2.4% |
| 7D | -5.0% | -11.9% | +6.9% | -2.6% |
| 30D | +6.5% | -23.6% | +30.2% | +12.2% |
| 3M | -18.0% | -20.5% | +2.5% | -14.7% |
| 6M | +10.3% | -7.9% | +18.2% | +10.0% |
| YTD | -9.9% | +3.8% | -13.6% | -13.7% |
| 1Y | -1.1% | +31.7% | -32.8% | -10.0% |
| 3Y | +13.0% | +342.4% | -329.4% | -24.1% |
| 5Y | -12.3% | +205.5% | -217.8% | -39.9% |
| 10Y | +26.8% | +379.4% | -352.6% | -36.1% |
| All | +916.1% | +435.3% | +480.8% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling