+5,264.6%
HD vs IRM
+9,819.9%
-4,555.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.4% |
| 7D | -3.8% | -1.4% | -2.4% | -3.4% |
| 30D | -9.4% | -7.4% | -2.1% | -7.6% |
| 3M | -4.6% | -7.4% | +2.8% | -2.9% |
| 6M | -10.1% | +8.7% | -18.8% | -12.9% |
| YTD | -8.3% | +40.9% | -49.3% | -17.8% |
| 1Y | -25.0% | +20.5% | -45.5% | -30.0% |
| 3Y | +1.5% | +101.7% | -100.2% | -19.5% |
| 5Y | +5.6% | +197.7% | -192.1% | -25.8% |
| 10Y | +208.4% | +439.5% | -231.0% | +77.9% |
| All | +5,264.6% | +9,819.9% | -4,555.3% | +1,757.5% |
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 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