+10.8%
HD vs IRM
+189.3%
-178.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | -2.1% | -0.5% | -1.6% | -1.9% |
| 30D | -8.4% | -8.1% | -0.3% | -6.1% |
| 3M | +4.3% | -9.7% | +14.0% | +7.3% |
| 6M | -11.1% | +10.0% | -21.1% | -15.0% |
| YTD | -4.7% | +43.0% | -47.7% | -17.2% |
| 1Y | -19.8% | +32.7% | -52.5% | -29.1% |
| 3Y | +4.1% | +102.7% | -98.6% | -25.1% |
| All | +10.8% | +189.3% | -178.5% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling