+145.3%
HL vs IRM
+9,897.4%
-9,752.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +7.1% | +1.6% | +5.4% | +6.4% |
| 30D | +21.4% | -4.2% | +25.6% | +22.9% |
| 3M | +37.4% | -5.4% | +42.8% | +39.6% |
| 6M | +0.4% | +12.0% | -11.6% | -3.1% |
| YTD | +6.7% | +42.0% | -35.4% | -4.5% |
| 1Y | +102.4% | +29.9% | +72.5% | +86.2% |
| 3Y | +417.4% | +104.4% | +313.1% | +309.4% |
| 5Y | +243.3% | +191.0% | +52.3% | +144.4% |
| 10Y | +242.6% | +417.1% | -174.6% | +104.0% |
| All | +145.3% | +9,897.4% | -9,752.1% | +11.4% |
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