+78.0%
HST vs IRM
+90.1%
-12.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -2.7% | -8.6% | +5.9% | +0.1% |
| 30D | +10.7% | -8.0% | +18.7% | +13.6% |
| 3M | +6.3% | -12.0% | +18.2% | +10.3% |
| 6M | +19.0% | -18.2% | +37.1% | +26.1% |
| YTD | +47.0% | +31.4% | +15.7% | +31.9% |
| 1Y | +53.4% | +9.2% | +44.3% | +46.6% |
| 3Y | +78.0% | +94.6% | -16.6% | +17.2% |
| All | +78.0% | +90.1% | -12.1% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling