+98.5%
HAS vs IRM
+457.8%
-359.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -0.2% | -8.6% | +8.5% | +2.9% |
| 30D | +31.0% | -8.0% | +39.0% | +34.6% |
| 3M | +30.7% | -12.0% | +42.6% | +36.0% |
| 6M | +23.9% | -18.2% | +42.1% | +31.9% |
| YTD | +48.3% | +31.4% | +17.0% | +30.1% |
| 1Y | +60.2% | +9.2% | +51.1% | +50.6% |
| 3Y | +189.2% | +94.6% | +94.6% | +108.4% |
| 5Y | +50.4% | +170.2% | -119.7% | -7.0% |
| All | +98.5% | +457.8% | -359.2% | -14.0% |
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