+71.6%
HST vs IRM
+168.2%
-96.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -2.7% | -8.6% | +5.9% | +0.7% |
| 30D | +10.7% | -8.0% | +18.7% | +14.2% |
| 3M | +6.3% | -12.0% | +18.2% | +11.1% |
| 6M | +19.0% | -18.2% | +37.1% | +27.7% |
| YTD | +47.0% | +31.4% | +15.7% | +28.5% |
| 1Y | +53.4% | +9.2% | +44.3% | +44.7% |
| 3Y | +78.0% | +94.6% | -16.6% | +19.6% |
| All | +71.6% | +168.2% | -96.6% | -3.2% |
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 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