+64.9%
HDB vs IRM
+514.0%
-449.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +6.9% | -5.3% | +12.2% | +8.0% |
| 30D | +15.2% | -2.3% | +17.6% | +15.5% |
| 3M | +11.7% | -7.4% | +19.1% | +13.2% |
| 6M | +7.5% | -12.2% | +19.7% | +10.1% |
| YTD | -28.8% | +38.6% | -67.4% | -35.0% |
| 1Y | -29.1% | +14.9% | -44.0% | -32.4% |
| 3Y | -7.0% | +108.2% | -115.2% | -26.3% |
| 5Y | -22.1% | +183.8% | -205.9% | -44.3% |
| 10Y | +64.9% | +512.6% | -447.7% | -7.5% |
| All | +64.9% | +514.0% | -449.1% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling