+102.9%
HIG vs IRM
+98.2%
+4.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.4% |
| 7D | -2.3% | -1.8% | -0.5% | -2.1% |
| 30D | -1.2% | -7.8% | +6.5% | -0.3% |
| 3M | +6.3% | -7.9% | +14.2% | +7.2% |
| 6M | +0.6% | +6.3% | -5.8% | -1.2% |
| YTD | +0.6% | +38.2% | -37.5% | -5.8% |
| 1Y | +6.1% | +19.8% | -13.7% | +1.7% |
| All | +102.9% | +98.2% | +4.7% | +70.2% |
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