+32.4%
HDB vs IRM
+430.1%
-397.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.6% |
| 7D | -6.2% | -1.8% | -4.4% | -5.8% |
| 30D | -6.2% | -7.8% | +1.5% | -4.6% |
| 3M | -5.9% | -7.9% | +2.0% | -4.4% |
| 6M | -25.9% | +6.3% | -32.3% | -27.4% |
| YTD | -40.2% | +38.2% | -78.4% | -45.2% |
| 1Y | -38.0% | +19.8% | -57.8% | -41.4% |
| 3Y | -30.5% | +98.8% | -129.2% | -43.9% |
| 5Y | -38.1% | +191.8% | -229.9% | -55.7% |
| All | +32.4% | +430.1% | -397.7% | -23.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling