+5,868.1%
HD vs IRM
+9,145.3%
-3,277.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | +4.3% | -8.6% | +12.9% | +6.8% |
| 30D | +20.2% | -8.0% | +28.2% | +22.6% |
| 3M | -1.0% | -12.0% | +11.0% | +2.1% |
| 6M | +7.9% | -18.2% | +26.1% | +13.2% |
| YTD | +2.0% | +31.4% | -29.4% | -7.1% |
| 1Y | -4.3% | +9.2% | -13.5% | -8.3% |
| 3Y | +25.9% | +94.6% | -68.6% | +0.6% |
| 5Y | +5.8% | +170.2% | -164.3% | -23.8% |
| 10Y | +262.5% | +464.3% | -201.8% | +106.6% |
| All | +5,868.1% | +9,145.3% | -3,277.3% | +1,999.9% |
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