+621.7%
HPE vs IRM
+570.1%
+51.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -5.3% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | -2.3% | -8.1% | +5.8% | +1.7% |
| 3M | -2.9% | -9.7% | +6.8% | +2.0% |
| 6M | +143.6% | +10.0% | +133.6% | +133.1% |
| YTD | +118.5% | +43.0% | +75.5% | +83.8% |
| 1Y | +129.2% | +32.7% | +96.5% | +98.5% |
| 3Y | +212.5% | +102.7% | +109.8% | +115.1% |
| 5Y | +286.9% | +187.6% | +99.3% | +119.1% |
| 10Y | +432.3% | +420.1% | +12.2% | +114.0% |
| All | +621.7% | +570.1% | +51.6% | +126.7% |
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 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