+256.9%
HL vs IRM
+440.8%
-183.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -2.2% |
| 7D | -4.4% | -1.4% | -2.9% | -3.7% |
| 30D | +9.3% | -7.4% | +16.7% | +13.3% |
| 3M | +32.0% | -7.4% | +39.3% | +36.7% |
| 6M | -6.4% | +8.7% | -15.1% | -10.6% |
| YTD | +3.1% | +40.9% | -37.8% | -13.9% |
| 1Y | +77.6% | +20.5% | +57.0% | +60.1% |
| 3Y | +392.8% | +101.7% | +291.1% | +226.6% |
| 5Y | +234.1% | +197.7% | +36.4% | +80.8% |
| All | +256.9% | +440.8% | -183.9% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling