+534.6%
HST vs IRM
+9,964.6%
-9,430.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -0.4% |
| 7D | -1.0% | -0.5% | -0.6% | -0.9% |
| 30D | -12.3% | -8.1% | -4.2% | -9.3% |
| 3M | -6.4% | -9.7% | +3.3% | -2.9% |
| 6M | +15.0% | +10.0% | +5.0% | +9.5% |
| YTD | +30.5% | +43.0% | -12.5% | +11.0% |
| 1Y | +35.7% | +32.7% | +3.0% | +18.2% |
| 3Y | +68.4% | +102.7% | -34.3% | +19.9% |
| 5Y | +73.1% | +187.6% | -114.4% | +5.1% |
| 10Y | +92.7% | +420.1% | -327.4% | -11.5% |
| All | +534.6% | +9,964.6% | -9,430.0% | +79.2% |
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 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