+64.9%
HAS vs IRE
-98.0%
+162.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -33.9% | +32.3% | -1.6% |
| 7D | 0.0% | -57.1% | +57.1% | +0.2% |
| 30D | +31.3% | -84.4% | +115.8% | +32.2% |
| 3M | +32.1% | -85.0% | +117.1% | +32.7% |
| 6M | +28.1% | -95.2% | +123.4% | +30.4% |
| YTD | +49.1% | -93.9% | +143.0% | +48.8% |
| 1Y | +60.5% | -98.8% | +159.4% | +62.9% |
| All | +64.9% | -98.0% | +162.9% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling