+3.2%
HAL vs IYR
+68.4%
-65.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.0% |
| 7D | -3.3% | -2.8% | -0.4% | -0.8% |
| 30D | +7.2% | -2.5% | +9.7% | +9.5% |
| 3M | -8.8% | -3.0% | -5.8% | -6.9% |
| 6M | +3.0% | +1.6% | +1.3% | 0.0% |
| YTD | +29.4% | +7.3% | +22.1% | +19.4% |
| 1Y | +62.8% | +5.6% | +57.2% | +52.2% |
| 3Y | -6.4% | +28.1% | -34.6% | -28.8% |
| 5Y | +103.6% | +6.1% | +97.5% | +82.7% |
| All | +3.2% | +68.4% | -65.2% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IYR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling