+231.9%
HBAN vs IRM
+9,823.4%
-9,591.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.5% |
| 7D | -1.5% | +3.0% | -4.5% | -2.5% |
| 30D | -5.5% | -5.2% | -0.3% | -3.9% |
| 3M | -0.2% | -8.0% | +7.8% | +2.3% |
| 6M | +5.2% | +9.2% | -4.0% | +1.4% |
| YTD | -2.3% | +41.0% | -43.3% | -14.3% |
| 1Y | -2.2% | +23.3% | -25.4% | -10.6% |
| 3Y | +73.8% | +102.8% | -29.0% | +30.7% |
| 5Y | +35.2% | +192.8% | -157.5% | -12.2% |
| 10Y | +155.4% | +439.6% | -284.3% | +29.4% |
| All | +231.9% | +9,823.4% | -9,591.4% | +7.6% |
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 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