+64.0%
HAS vs IRE
-97.2%
+161.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +39.6% | -40.1% | -0.6% |
| 7D | -0.2% | -27.2% | +27.0% | -0.1% |
| 30D | +31.0% | -75.1% | +106.2% | +31.6% |
| 3M | +30.7% | -77.9% | +108.5% | +31.1% |
| 6M | +23.9% | -94.6% | +118.5% | +26.6% |
| YTD | +48.3% | -91.5% | +139.9% | +47.8% |
| 1Y | +60.2% | -97.8% | +158.1% | +61.9% |
| All | +64.0% | -97.2% | +161.3% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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