-22.2%
HDB vs IRM
+187.5%
-209.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +2.7% | +6.8% | -4.0% | +1.5% |
| 30D | +14.1% | +2.6% | +11.5% | +13.3% |
| 3M | +11.8% | -9.5% | +21.3% | +13.5% |
| 6M | +8.2% | -8.5% | +16.7% | +9.4% |
| YTD | -29.3% | +40.3% | -69.6% | -34.6% |
| 1Y | -28.8% | +28.7% | -57.5% | -33.0% |
| 3Y | -7.5% | +111.8% | -119.3% | -25.7% |
| All | -22.2% | +187.5% | -209.7% | -42.9% |
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