-12.3%
IP vs HDB
-26.0%
+13.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.4% |
| 7D | -5.0% | +13.3% | -18.3% | -8.7% |
| 30D | +6.5% | +10.2% | -3.6% | +3.3% |
| 3M | -18.0% | +3.6% | -21.6% | -19.1% |
| 6M | +10.3% | -0.5% | +10.8% | +9.9% |
| YTD | -9.9% | -32.4% | +22.5% | -0.2% |
| 1Y | -1.1% | -31.1% | +30.0% | +8.9% |
| 3Y | +13.0% | -12.6% | +25.6% | +13.5% |
| 5Y | -12.3% | -25.7% | +13.4% | -11.8% |
| All | -12.3% | -26.0% | +13.7% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling