-16.8%
HAL vs IYR
+88.9%
-105.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | -0.2% | -1.2% | +1.0% | +0.9% |
| 30D | +1.0% | +6.1% | -5.1% | -4.5% |
| 3M | -2.1% | +0.9% | -3.1% | -3.5% |
| 6M | -17.5% | +1.2% | -18.6% | -19.3% |
| YTD | +18.1% | +11.1% | +7.0% | +5.2% |
| 1Y | +19.7% | +9.0% | +10.8% | +8.6% |
| 3Y | -7.9% | +41.4% | -49.3% | -36.3% |
| 5Y | +53.1% | +6.7% | +46.4% | +37.1% |
| 10Y | -16.8% | +87.7% | -104.5% | -43.7% |
| All | -16.8% | +88.9% | -105.7% | -43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling