+176.0%
HBAN vs IYR
+683.6%
-507.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.5% |
| 7D | -1.9% | -2.8% | +0.9% | +0.9% |
| 30D | -5.9% | -2.5% | -3.3% | -3.5% |
| 3M | +0.2% | -3.0% | +3.2% | +3.0% |
| 6M | +6.6% | +1.6% | +5.0% | +4.6% |
| YTD | -1.7% | +7.3% | -9.0% | -8.8% |
| 1Y | -1.7% | +5.6% | -7.3% | -7.3% |
| 3Y | +74.9% | +28.1% | +46.8% | +34.7% |
| 5Y | +36.0% | +6.1% | +29.9% | +23.5% |
| 10Y | +156.9% | +67.7% | +89.3% | +40.5% |
| All | +176.0% | +683.6% | -507.5% | -59.8% |
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