+107.0%
HST vs IRM
+418.7%
-311.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -0.3% | +3.0% | -3.3% | -1.7% |
| 30D | -2.8% | -5.2% | +2.4% | -0.6% |
| 3M | -6.5% | -8.0% | +1.6% | -3.3% |
| 6M | +20.7% | +9.2% | +11.6% | +14.4% |
| YTD | +30.5% | +41.0% | -10.5% | +8.8% |
| 1Y | +36.8% | +23.3% | +13.5% | +20.7% |
| 3Y | +65.9% | +102.8% | -37.0% | +9.0% |
| 5Y | +73.9% | +192.8% | -118.9% | -7.5% |
| 10Y | +107.0% | +439.6% | -332.6% | -27.3% |
| All | +107.0% | +418.7% | -311.7% | -27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling