-12.4%
IP vs HDB
-24.7%
+12.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.3% |
| 7D | -5.1% | +13.3% | -18.4% | -8.8% |
| 30D | +8.5% | +13.6% | -5.0% | +4.2% |
| 3M | -13.8% | +5.8% | -19.6% | -15.5% |
| 6M | +5.7% | -1.9% | +7.7% | +5.8% |
| YTD | -9.1% | -31.2% | +22.1% | +0.1% |
| 1Y | -0.8% | -29.6% | +28.7% | +8.4% |
| 3Y | +14.8% | -10.1% | +24.9% | +14.2% |
| All | -12.4% | -24.7% | +12.4% | -13.0% |
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