-37.8%
HDB vs IRM
+190.5%
-228.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.6% |
| 7D | -4.9% | +3.0% | -7.9% | -5.4% |
| 30D | -5.8% | -5.2% | -0.6% | -5.0% |
| 3M | -5.2% | -8.0% | +2.8% | -4.0% |
| 6M | -25.7% | +9.2% | -34.9% | -27.4% |
| YTD | -39.6% | +41.0% | -80.6% | -44.0% |
| 1Y | -36.9% | +23.3% | -60.2% | -40.1% |
| 3Y | -29.7% | +102.8% | -132.6% | -42.9% |
| 5Y | -37.8% | +192.8% | -230.5% | -54.6% |
| All | -37.8% | +190.5% | -228.2% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling