+366.7%
HAL vs IRM
+9,964.6%
-9,597.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | +17.0% | -8.1% | +25.1% | +20.2% |
| 3M | -9.7% | -9.7% | 0.0% | -6.9% |
| 6M | +8.6% | +10.0% | -1.4% | +3.8% |
| YTD | +33.0% | +43.0% | -10.0% | +15.4% |
| 1Y | +68.3% | +32.7% | +35.6% | +49.0% |
| 3Y | +0.1% | +102.7% | -102.6% | -25.7% |
| 5Y | +102.6% | +187.6% | -84.9% | +31.4% |
| 10Y | +3.8% | +420.1% | -416.3% | -45.7% |
| All | +366.7% | +9,964.6% | -9,597.9% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling