+108.7%
HAL vs IYR
+706.4%
-597.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | +2.6% | -0.1% | +2.7% | +2.7% |
| 30D | -0.1% | +5.7% | -5.8% | -4.0% |
| 3M | -1.1% | -0.6% | -0.5% | -1.1% |
| 6M | -20.7% | +0.5% | -21.3% | -21.7% |
| YTD | +17.5% | +10.4% | +7.1% | +8.4% |
| 1Y | +24.1% | +9.2% | +14.9% | +15.3% |
| 3Y | -8.4% | +40.5% | -48.9% | -29.1% |
| 5Y | +53.2% | +5.9% | +47.3% | +42.2% |
| 10Y | -17.2% | +86.5% | -103.7% | -44.1% |
| All | +108.7% | +706.4% | -597.8% | -55.4% |
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 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