+5.6%
HD vs IRM
+101.3%
-95.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | -2.1% | -0.5% | -1.6% | -1.9% |
| 30D | -8.4% | -8.1% | -0.3% | -6.5% |
| 3M | +4.3% | -9.7% | +14.0% | +6.8% |
| 6M | -11.1% | +10.0% | -21.1% | -14.6% |
| YTD | -4.7% | +43.0% | -47.7% | -15.8% |
| 1Y | -19.8% | +32.7% | -52.5% | -28.1% |
| All | +5.6% | +101.3% | -95.7% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling