+3,769.4%
HDB vs IRM
+2,462.5%
+1,307.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -1.0% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | -2.8% | -8.1% | +5.3% | 0.0% |
| 3M | -3.5% | -9.7% | +6.1% | -0.4% |
| 6M | -24.7% | +10.0% | -34.7% | -28.1% |
| YTD | -36.6% | +43.0% | -79.6% | -45.5% |
| 1Y | -34.4% | +32.7% | -67.0% | -42.5% |
| 3Y | -24.4% | +102.7% | -127.1% | -46.1% |
| 5Y | -35.4% | +187.6% | -222.9% | -61.3% |
| 10Y | +39.5% | +420.1% | -380.6% | -40.6% |
| All | +3,769.4% | +2,462.5% | +1,307.0% | +898.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling