+155.3%
HBAN vs IRM
+440.8%
-285.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | 0.0% |
| 7D | -1.0% | -1.4% | +0.4% | -0.5% |
| 30D | -5.6% | -7.4% | +1.8% | -3.0% |
| 3M | -1.1% | -7.4% | +6.2% | +1.3% |
| 6M | +9.9% | +8.7% | +1.2% | +5.7% |
| YTD | -0.9% | +40.9% | -41.9% | -14.4% |
| 1Y | -1.4% | +20.5% | -21.9% | -10.0% |
| 3Y | +78.2% | +101.7% | -23.5% | +26.7% |
| 5Y | +37.0% | +197.7% | -160.6% | -19.5% |
| All | +155.3% | +440.8% | -285.5% | +14.1% |
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