-7.9%
HD vs IRE
-98.0%
+90.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -33.9% | +32.4% | -1.9% |
| 7D | +6.4% | -57.1% | +63.5% | +5.6% |
| 30D | +22.1% | -84.4% | +106.5% | +20.7% |
| 3M | -0.2% | -85.0% | +84.8% | -1.2% |
| 6M | +12.6% | -95.2% | +107.8% | +11.7% |
| YTD | +3.9% | -93.9% | +97.8% | +4.0% |
| 1Y | -3.7% | -98.8% | +95.1% | -5.5% |
| All | -7.9% | -98.0% | +90.1% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling