+36.0%
HBAN vs IRM
+186.9%
-150.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.2% |
| 7D | -1.9% | -1.8% | -0.1% | -1.4% |
| 30D | -5.9% | -7.8% | +1.9% | -3.6% |
| 3M | +0.2% | -7.9% | +8.1% | +2.5% |
| 6M | +6.6% | +6.3% | +0.3% | +4.0% |
| YTD | -1.7% | +38.2% | -39.9% | -12.4% |
| 1Y | -1.7% | +19.8% | -21.5% | -8.7% |
| 3Y | +74.9% | +98.8% | -23.9% | +28.0% |
| 5Y | +36.0% | +191.8% | -155.8% | -13.6% |
| All | +36.0% | +186.9% | -150.9% | -13.6% |
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