+238.2%
HL vs IRM
+186.9%
+51.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -2.9% |
| 7D | -5.6% | -1.8% | -3.8% | -4.7% |
| 30D | +12.7% | -7.8% | +20.5% | +17.3% |
| 3M | +42.5% | -7.9% | +50.4% | +48.3% |
| 6M | -9.0% | +6.3% | -15.3% | -12.2% |
| YTD | +4.4% | +38.2% | -33.8% | -12.6% |
| 1Y | +82.7% | +19.8% | +62.8% | +64.4% |
| 3Y | +406.3% | +98.8% | +307.5% | +214.0% |
| 5Y | +238.2% | +191.8% | +46.4% | +77.5% |
| All | +238.2% | +186.9% | +51.3% | +77.5% |
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