+33.9%
HDB vs IRM
+441.0%
-407.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.6% |
| 7D | -4.9% | +3.0% | -7.9% | -5.5% |
| 30D | -5.8% | -5.2% | -0.6% | -4.8% |
| 3M | -5.2% | -8.0% | +2.8% | -3.7% |
| 6M | -25.7% | +9.2% | -34.9% | -27.7% |
| YTD | -39.6% | +41.0% | -80.6% | -44.8% |
| 1Y | -36.9% | +23.3% | -60.2% | -40.7% |
| 3Y | -29.7% | +102.8% | -132.6% | -43.5% |
| 5Y | -37.8% | +192.8% | -230.5% | -55.5% |
| All | +33.9% | +441.0% | -407.1% | -23.0% |
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