+571.9%
HPE vs IRM
+557.4%
+14.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.4% |
| 7D | +7.9% | +6.8% | +1.1% | +4.5% |
| 30D | -23.5% | +2.6% | -26.1% | -24.2% |
| 3M | -19.1% | -9.5% | -9.6% | -14.6% |
| 6M | +51.4% | -8.5% | +59.9% | +59.3% |
| YTD | +103.4% | +40.3% | +63.2% | +73.8% |
| 1Y | +114.4% | +28.7% | +85.7% | +90.6% |
| 3Y | +224.7% | +111.8% | +112.8% | +120.3% |
| 5Y | +277.8% | +189.1% | +88.7% | +115.0% |
| 10Y | +371.1% | +519.8% | -148.7% | +80.7% |
| All | +571.9% | +557.4% | +14.6% | +114.4% |
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