+6,041.0%
HD vs IRM
+9,521.2%
-3,480.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.7% |
| 7D | +3.6% | -3.8% | +7.4% | +4.5% |
| 30D | +21.6% | -3.2% | +24.8% | +22.3% |
| 3M | +0.1% | -7.8% | +7.9% | +1.9% |
| 6M | +13.0% | -12.7% | +25.7% | +16.4% |
| YTD | +4.9% | +36.7% | -31.8% | -5.5% |
| 1Y | -2.1% | +10.0% | -12.1% | -6.4% |
| 3Y | +32.6% | +107.2% | -74.6% | +4.0% |
| 5Y | +8.2% | +181.6% | -173.3% | -23.0% |
| 10Y | +257.9% | +481.1% | -223.2% | +102.3% |
| All | +6,041.0% | +9,521.2% | -3,480.2% | +2,036.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling