+3.1%
HD vs IYR
+29.8%
-26.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -1.2% | -0.4% | -0.8% | -0.9% |
| 30D | -11.1% | -2.5% | -8.6% | -9.3% |
| 3M | +2.0% | +1.5% | +0.6% | +0.8% |
| 6M | -10.5% | +3.9% | -14.3% | -13.1% |
| YTD | -6.9% | +9.5% | -16.4% | -13.5% |
| 1Y | -23.2% | +7.5% | -30.6% | -27.6% |
| 3Y | +3.1% | +30.8% | -27.7% | -16.9% |
| All | +3.1% | +29.8% | -26.7% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling