+6.4%
HAL vs IRM
+422.6%
-416.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.4% |
| 7D | +0.5% | +1.6% | -1.2% | -0.3% |
| 30D | +15.9% | -4.2% | +20.1% | +17.9% |
| 3M | -8.7% | -5.4% | -3.3% | -7.2% |
| 6M | +9.0% | +12.0% | -3.0% | +1.5% |
| YTD | +32.0% | +42.0% | -10.0% | +8.9% |
| 1Y | +72.5% | +29.9% | +42.6% | +47.0% |
| 3Y | -4.5% | +104.4% | -108.9% | -39.6% |
| 5Y | +109.7% | +191.0% | -81.3% | +6.0% |
| All | +6.4% | +422.6% | -416.1% | -62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling