+39.7%
HPQ vs IRM
+192.8%
-153.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +5.2% |
| 7D | +2.2% | +3.0% | -0.8% | +1.1% |
| 30D | +9.7% | -5.2% | +15.0% | +11.6% |
| 3M | +32.7% | -8.0% | +40.8% | +36.1% |
| 6M | +77.7% | +9.2% | +68.5% | +69.4% |
| YTD | +51.0% | +41.0% | +10.0% | +28.7% |
| 1Y | +18.4% | +23.3% | -4.9% | +6.2% |
| 3Y | +25.6% | +102.8% | -77.3% | -14.7% |
| All | +39.7% | +192.8% | -153.1% | -21.8% |
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