+1,131.1%
HD vs IYR
+713.1%
+417.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +5.2% | +2.1% | +3.1% | +4.0% |
| 30D | +20.7% | +7.2% | +13.6% | +16.0% |
| 3M | +0.8% | +0.4% | +0.4% | +0.7% |
| 6M | +12.2% | +1.4% | +10.8% | +11.4% |
| YTD | +4.2% | +11.3% | -7.1% | -2.0% |
| 1Y | -2.6% | +10.5% | -13.0% | -8.0% |
| 3Y | +30.0% | +41.7% | -11.7% | +6.2% |
| 5Y | +8.1% | +7.1% | +1.0% | +3.7% |
| 10Y | +247.2% | +89.1% | +158.1% | +140.7% |
| All | +1,131.1% | +713.1% | +417.9% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling