+155.3%
HBAN vs IYR
+69.7%
+85.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.1% |
| 7D | -1.0% | -1.4% | +0.4% | +0.1% |
| 30D | -5.6% | -2.7% | -2.9% | -3.5% |
| 3M | -1.1% | -2.1% | +1.0% | +0.5% |
| 6M | +9.9% | +3.6% | +6.3% | +6.5% |
| YTD | -0.9% | +8.1% | -9.1% | -7.5% |
| 1Y | -1.4% | +4.7% | -6.1% | -5.4% |
| 3Y | +78.2% | +29.1% | +49.1% | +43.0% |
| 5Y | +37.0% | +6.9% | +30.1% | +27.2% |
| All | +155.3% | +69.7% | +85.6% | +82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling