+4.5%
HD vs INVH
-21.2%
+25.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.5% |
| 7D | -3.9% | -3.1% | -0.8% | -2.5% |
| 30D | -13.1% | -7.5% | -5.6% | -10.1% |
| 3M | -3.4% | -6.3% | +2.8% | -0.6% |
| 6M | -12.6% | +9.4% | -22.0% | -16.0% |
| YTD | -9.2% | +1.4% | -10.6% | -10.1% |
| 1Y | -23.9% | -4.1% | -19.8% | -22.8% |
| 3Y | +0.4% | -9.2% | +9.6% | +2.6% |
| 5Y | +4.5% | -19.6% | +24.2% | +13.4% |
| All | +4.5% | -21.2% | +25.8% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling