+6.3%
HAL vs IYR
+70.0%
-63.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.9% |
| 7D | -1.3% | -0.9% | -0.4% | -0.6% |
| 30D | +10.9% | -2.4% | +13.2% | +13.0% |
| 3M | -5.8% | -2.0% | -3.8% | -4.7% |
| 6M | +8.1% | +2.5% | +5.6% | +4.2% |
| YTD | +33.2% | +8.3% | +24.9% | +21.9% |
| 1Y | +74.2% | +6.5% | +67.7% | +61.6% |
| 3Y | -3.7% | +29.3% | -33.0% | -27.3% |
| 5Y | +111.9% | +5.7% | +106.2% | +91.3% |
| All | +6.3% | +70.0% | -63.7% | -28.4% |
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