+300.9%
HAL vs IRM
+9,145.3%
-8,844.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.6% |
| 7D | -12.0% | -8.6% | -3.4% | -9.4% |
| 30D | +0.3% | -8.0% | +8.3% | +2.9% |
| 3M | -1.6% | -12.0% | +10.4% | +2.2% |
| 6M | -20.5% | -18.2% | -2.3% | -15.7% |
| YTD | +14.2% | +31.4% | -17.1% | +1.6% |
| 1Y | +18.9% | +9.2% | +9.7% | +12.6% |
| 3Y | -13.7% | +94.6% | -108.3% | -35.3% |
| 5Y | +42.2% | +170.2% | -128.0% | -6.1% |
| 10Y | -16.7% | +464.3% | -481.0% | -57.5% |
| All | +300.9% | +9,145.3% | -8,844.5% | +23.8% |
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