+147.5%
IP vs HDB
+3,812.1%
-3,664.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | -5.3% | +0.4% | -5.7% | -5.4% |
| 30D | -10.9% | -2.8% | -8.0% | -10.0% |
| 3M | +11.2% | -3.5% | +14.7% | +12.4% |
| 6M | -10.2% | -24.7% | +14.5% | -0.9% |
| YTD | -2.0% | -36.6% | +34.6% | +14.9% |
| 1Y | -19.1% | -34.4% | +15.3% | -6.5% |
| 3Y | +20.9% | -24.4% | +45.2% | +29.6% |
| 5Y | -17.8% | -35.4% | +17.5% | -8.5% |
| 10Y | +23.5% | +39.5% | -16.0% | -2.1% |
| All | +147.5% | +3,812.1% | -3,664.6% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling