+54.3%
HAS vs INVH
+75.4%
-21.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -1.1% | -3.0% | +1.9% | +0.3% |
| 30D | -2.8% | -7.5% | +4.7% | +0.7% |
| 3M | +10.1% | -5.5% | +15.6% | +12.8% |
| 6M | -1.4% | +11.7% | -13.1% | -6.7% |
| YTD | +14.2% | +1.3% | +12.8% | +12.6% |
| 1Y | +18.2% | -6.1% | +24.3% | +20.5% |
| 3Y | +48.6% | -9.8% | +58.4% | +52.3% |
| 5Y | +14.2% | -19.7% | +33.9% | +21.6% |
| All | +54.3% | +75.4% | -21.1% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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