+7.4%
HAL vs IRM
+418.7%
-411.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -1.3% | +3.0% | -4.4% | -2.7% |
| 30D | +10.9% | -5.2% | +16.1% | +13.3% |
| 3M | -5.8% | -8.0% | +2.2% | -3.0% |
| 6M | +8.1% | +9.2% | -1.0% | +1.9% |
| YTD | +33.2% | +41.0% | -7.8% | +10.2% |
| 1Y | +74.2% | +23.3% | +50.9% | +52.4% |
| 3Y | -3.7% | +102.8% | -106.5% | -38.8% |
| 5Y | +111.9% | +192.8% | -80.9% | +6.7% |
| 10Y | +7.4% | +439.6% | -432.2% | -62.5% |
| All | +7.4% | +418.7% | -411.3% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded IRM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling