-9.6%
HD vs IRE
-97.2%
+87.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +39.6% | -41.4% | -1.3% |
| 7D | +4.3% | -27.2% | +31.5% | +4.2% |
| 30D | +20.2% | -75.1% | +95.3% | +19.5% |
| 3M | -1.0% | -77.9% | +76.9% | -1.5% |
| 6M | +7.9% | -94.6% | +102.5% | +7.5% |
| YTD | +2.0% | -91.5% | +93.5% | +2.6% |
| 1Y | -4.3% | -97.8% | +93.5% | -5.2% |
| All | -9.6% | -97.2% | +87.6% | -9.9% |
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