-4.3%
HD vs IRE
-98.3%
+94.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.7% |
| YTD | +2.0% | -91.5% | +93.5% | +3.0% |
| 1Y | -4.3% | -97.8% | +93.5% | -5.9% |
| All | -4.3% | -98.3% | +94.0% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling