+1,281.7%
HAS vs IRM
+9,145.3%
-7,863.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -0.2% | -8.6% | +8.5% | +2.0% |
| 30D | +31.0% | -8.0% | +39.0% | +33.6% |
| 3M | +30.7% | -12.0% | +42.6% | +34.4% |
| 6M | +23.9% | -18.2% | +42.1% | +29.5% |
| YTD | +48.3% | +31.4% | +17.0% | +36.3% |
| 1Y | +60.2% | +9.2% | +51.1% | +54.2% |
| 3Y | +189.2% | +94.6% | +94.6% | +137.1% |
| 5Y | +50.4% | +170.2% | -119.7% | +12.6% |
| 10Y | +104.2% | +464.3% | -360.1% | +25.3% |
| All | +1,281.7% | +9,145.3% | -7,863.7% | +478.7% |
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