+12.9%
HAS vs IRM
+189.3%
-176.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.1% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | +2.3% | -8.1% | +10.3% | +5.0% |
| 3M | +10.4% | -9.7% | +20.0% | +13.8% |
| 6M | -3.2% | +10.0% | -13.2% | -7.5% |
| YTD | +15.4% | +43.0% | -27.6% | -0.6% |
| 1Y | +18.8% | +32.7% | -13.9% | +4.3% |
| 3Y | +43.9% | +102.7% | -58.8% | +2.4% |
| All | +12.9% | +189.3% | -176.4% | -32.8% |
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 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