+247.2%
HD vs IRM
+481.3%
-234.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +5.2% | -5.1% | +10.3% | +6.9% |
| 30D | +20.7% | -3.3% | +24.0% | +21.7% |
| 3M | +0.8% | -8.2% | +9.0% | +3.1% |
| 6M | +12.2% | -12.8% | +25.0% | +16.4% |
| YTD | +4.2% | +36.6% | -32.4% | -9.1% |
| 1Y | -2.6% | +11.9% | -14.5% | -8.8% |
| 3Y | +30.0% | +105.1% | -75.1% | -6.7% |
| 5Y | +8.1% | +182.4% | -174.3% | -32.6% |
| 10Y | +247.2% | +505.1% | -258.0% | +55.5% |
| All | +247.2% | +481.3% | -234.1% | +55.5% |
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