+929.5%
HIG vs IRM
+9,897.4%
-8,967.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -1.1% | +1.6% | -2.7% | -1.7% |
| 30D | -4.9% | -4.2% | -0.7% | -3.5% |
| 3M | +6.8% | -5.4% | +12.2% | +8.3% |
| 6M | -1.7% | +12.0% | -13.7% | -7.4% |
| YTD | -0.2% | +42.0% | -42.3% | -14.8% |
| 1Y | +5.7% | +29.9% | -24.2% | -7.4% |
| 3Y | +100.3% | +104.4% | -4.1% | +41.4% |
| 5Y | +118.5% | +191.0% | -72.5% | +30.4% |
| 10Y | +309.7% | +417.1% | -107.4% | +84.2% |
| All | +929.5% | +9,897.4% | -8,967.9% | +124.9% |
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 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