+101.8%
IRM vs HBM
+506.5%
-404.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +3.0% | +5.5% | -2.5% | +2.0% |
| 30D | -5.2% | +3.3% | -8.5% | -5.9% |
| 3M | -8.0% | +12.7% | -20.7% | -10.7% |
| 6M | +9.2% | +28.2% | -19.0% | +2.5% |
| YTD | +41.0% | +45.3% | -4.3% | +27.7% |
| 1Y | +23.3% | +121.7% | -98.5% | +1.7% |
| All | +101.8% | +506.5% | -404.8% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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