+247.2%
HD vs IYR
+86.1%
+161.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | +5.2% | +2.1% | +3.1% | +3.6% |
| 30D | +20.7% | +7.2% | +13.6% | +14.7% |
| 3M | +0.8% | +0.4% | +0.4% | +0.6% |
| 6M | +12.2% | +1.4% | +10.8% | +11.1% |
| YTD | +4.2% | +11.3% | -7.1% | -3.9% |
| 1Y | -2.6% | +10.5% | -13.0% | -9.6% |
| 3Y | +30.0% | +41.7% | -11.7% | -0.3% |
| 5Y | +8.1% | +7.1% | +1.0% | +1.5% |
| 10Y | +247.2% | +89.1% | +158.1% | +126.7% |
| All | +247.2% | +86.1% | +161.1% | +126.7% |
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