-19.8%
HD vs IRM
+34.4%
-54.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | -8.4% | -8.1% | -0.3% | -7.3% |
| 3M | +4.3% | -9.7% | +14.0% | +5.7% |
| 6M | -11.1% | +10.0% | -21.1% | -13.8% |
| YTD | -4.7% | +43.0% | -47.7% | -10.9% |
| 1Y | -19.8% | +32.7% | -52.5% | -23.8% |
| All | -19.8% | +34.4% | -54.2% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling