+17.6%
IP vs HDB
+63.5%
-45.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.3% |
| 7D | -0.3% | +2.7% | -3.0% | -1.3% |
| 30D | +7.9% | +14.1% | -6.2% | +2.8% |
| 3M | -15.3% | +11.8% | -27.1% | -18.9% |
| 6M | +10.5% | +8.2% | +2.3% | +6.7% |
| YTD | -9.4% | -29.3% | +19.9% | +1.7% |
| 1Y | -4.6% | -28.8% | +24.2% | +6.6% |
| 3Y | +21.2% | -7.5% | +28.7% | +20.0% |
| 5Y | -13.3% | -23.1% | +9.7% | -9.7% |
| All | +17.6% | +63.5% | -45.9% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling