+102.9%
HAL vs IYR
+713.1%
-610.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | -6.5% | +2.1% | -8.6% | -7.9% |
| 30D | -2.1% | +7.2% | -9.3% | -6.8% |
| 3M | -4.9% | +0.4% | -5.2% | -5.5% |
| 6M | -19.3% | +1.4% | -20.7% | -20.8% |
| YTD | +14.3% | +11.3% | +2.9% | +4.8% |
| 1Y | +17.3% | +10.5% | +6.8% | +8.2% |
| 3Y | -10.9% | +41.7% | -52.6% | -31.4% |
| 5Y | +47.4% | +7.1% | +40.3% | +35.8% |
| 10Y | -20.8% | +89.1% | -109.9% | -47.0% |
| All | +102.9% | +713.1% | -610.2% | -56.9% |
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