-7.9%
HDB vs IRM
+113.6%
-121.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | +4.1% | +8.6% | -4.5% | +2.9% |
| 30D | +13.0% | 0.0% | +13.0% | +12.7% |
| 3M | +11.3% | -7.1% | +18.4% | +12.1% |
| 6M | +6.9% | -7.9% | +14.8% | +7.8% |
| YTD | -29.6% | +41.3% | -70.9% | -33.8% |
| 1Y | -29.5% | +20.7% | -50.3% | -32.1% |
| All | -7.9% | +113.6% | -121.5% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling