+362.8%
HPE vs IRM
+190.5%
+172.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.9% | +5.4% |
| 7D | +13.6% | +3.0% | +10.6% | +12.1% |
| 30D | +7.7% | -5.2% | +12.9% | +10.3% |
| 3M | +22.4% | -8.0% | +30.4% | +26.9% |
| 6M | +172.6% | +9.2% | +163.4% | +163.2% |
| YTD | +147.5% | +41.0% | +106.5% | +113.4% |
| 1Y | +151.8% | +23.3% | +128.5% | +128.7% |
| 3Y | +267.1% | +102.8% | +164.2% | +161.9% |
| 5Y | +362.8% | +192.8% | +170.0% | +192.7% |
| All | +362.8% | +190.5% | +172.3% | +192.7% |
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