+47.7%
HAS vs IRM
+187.5%
-139.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.5% |
| 7D | +1.4% | +6.8% | -5.4% | -0.9% |
| 30D | +26.3% | +2.6% | +23.7% | +24.8% |
| 3M | +25.6% | -9.5% | +35.1% | +29.2% |
| 6M | +30.3% | -8.5% | +38.7% | +32.9% |
| YTD | +50.4% | +40.3% | +10.1% | +29.3% |
| 1Y | +57.7% | +28.7% | +29.0% | +40.0% |
| 3Y | +213.4% | +111.8% | +101.5% | +114.7% |
| All | +47.7% | +187.5% | -139.7% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling