+205.0%
HD vs IRM
+407.3%
-202.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -1.2% | +1.6% | -2.8% | -1.7% |
| 30D | -11.1% | -4.2% | -7.0% | -10.0% |
| 3M | +2.0% | -5.4% | +7.4% | +3.4% |
| 6M | -10.5% | +12.0% | -22.5% | -15.0% |
| YTD | -6.9% | +42.0% | -48.9% | -19.3% |
| 1Y | -23.2% | +29.9% | -53.0% | -31.7% |
| 3Y | +3.1% | +104.4% | -101.3% | -25.1% |
| 5Y | +7.4% | +191.0% | -183.6% | -33.0% |
| 10Y | +205.0% | +417.1% | -212.1% | +45.8% |
| All | +205.0% | +407.3% | -202.3% | +45.8% |
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 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