+622.1%
HPQ vs IRM
+9,772.9%
-9,150.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +3.2% | +6.8% | -3.6% | +1.1% |
| 30D | -3.6% | +2.6% | -6.2% | -4.7% |
| 3M | -5.3% | -9.5% | +4.2% | -3.1% |
| 6M | +41.1% | -8.5% | +49.6% | +43.4% |
| YTD | +36.9% | +40.3% | -3.4% | +21.4% |
| 1Y | +23.5% | +28.7% | -5.2% | +12.4% |
| 3Y | +19.6% | +111.8% | -92.2% | -7.8% |
| 5Y | +11.4% | +189.1% | -177.7% | -22.3% |
| 10Y | +160.6% | +519.8% | -359.2% | +43.0% |
| All | +622.1% | +9,772.9% | -9,150.8% | +151.7% |
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