+13.8%
IP vs HDB
-12.6%
+26.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.4% |
| 7D | -5.0% | +13.3% | -18.3% | -8.3% |
| 30D | +6.5% | +10.2% | -3.6% | +3.7% |
| 3M | -18.0% | +3.6% | -21.6% | -19.0% |
| 6M | +10.3% | -0.5% | +10.8% | +9.9% |
| YTD | -9.9% | -32.4% | +22.5% | -3.7% |
| 1Y | -1.1% | -31.1% | +30.0% | +5.3% |
| All | +13.8% | -12.6% | +26.5% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling