+257.9%
HD vs IRM
+480.4%
-222.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.5% |
| 7D | +3.6% | -3.8% | +7.4% | +4.7% |
| 30D | +21.6% | -3.2% | +24.8% | +22.5% |
| 3M | +0.1% | -7.8% | +7.9% | +2.2% |
| 6M | +13.0% | -12.7% | +25.7% | +17.1% |
| YTD | +4.9% | +36.7% | -31.8% | -8.5% |
| 1Y | -2.1% | +10.0% | -12.1% | -7.7% |
| 3Y | +32.6% | +107.2% | -74.6% | -5.0% |
| 5Y | +8.2% | +181.6% | -173.3% | -32.2% |
| 10Y | +257.9% | +481.1% | -223.2% | +65.6% |
| All | +257.9% | +480.4% | -222.5% | +65.6% |
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 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