+489.7%
HPE vs IRM
+430.1%
+59.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.0% | -4.2% | -5.3% |
| 7D | +1.4% | -1.8% | +3.2% | +2.3% |
| 30D | +1.5% | -7.8% | +9.3% | +5.6% |
| 3M | +21.7% | -7.9% | +29.6% | +26.6% |
| 6M | +164.2% | +6.3% | +157.8% | +156.8% |
| YTD | +132.1% | +38.2% | +93.9% | +97.9% |
| 1Y | +130.6% | +19.8% | +110.8% | +109.3% |
| 3Y | +244.1% | +98.8% | +145.4% | +137.1% |
| 5Y | +340.8% | +191.8% | +149.1% | +144.2% |
| All | +489.7% | +430.1% | +59.6% | +131.6% |
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