+210.2%
HD vs IYR
+65.1%
+145.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.2% |
| 7D | -1.8% | -0.9% | -0.9% | -1.1% |
| 30D | -10.8% | -2.4% | -8.5% | -9.3% |
| 3M | -2.7% | -2.0% | -0.7% | -1.2% |
| 6M | -10.3% | +2.5% | -12.8% | -11.9% |
| YTD | -7.8% | +8.3% | -16.1% | -13.3% |
| 1Y | -23.1% | +6.5% | -29.6% | -26.7% |
| 3Y | +2.0% | +29.3% | -27.3% | -16.3% |
| 5Y | +6.2% | +5.7% | +0.5% | +0.6% |
| 10Y | +210.2% | +69.2% | +140.9% | +114.7% |
| All | +210.2% | +65.1% | +145.1% | +114.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling