+136.1%
HAL vs IYR
+700.6%
-564.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | +2.9% | -1.2% | +4.2% | +3.8% |
| 30D | +17.0% | -2.9% | +19.9% | +19.1% |
| 3M | -9.7% | +0.8% | -10.5% | -10.6% |
| 6M | +8.6% | +1.9% | +6.8% | +6.2% |
| YTD | +33.0% | +9.6% | +23.4% | +23.5% |
| 1Y | +68.3% | +8.1% | +60.2% | +57.7% |
| 3Y | +0.1% | +29.2% | -29.1% | -18.0% |
| 5Y | +102.6% | +4.3% | +98.3% | +90.4% |
| 10Y | +3.8% | +64.7% | -60.9% | -24.2% |
| All | +136.1% | +700.6% | -564.4% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling