+1,026.0%
HD vs IYR
+700.6%
+325.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.4% |
| 7D | -2.1% | -1.2% | -0.8% | -1.3% |
| 30D | -8.4% | -2.9% | -5.6% | -6.8% |
| 3M | +4.3% | +0.8% | +3.5% | +3.8% |
| 6M | -11.1% | +1.9% | -13.0% | -12.0% |
| YTD | -4.7% | +9.6% | -14.3% | -9.7% |
| 1Y | -19.8% | +8.1% | -27.9% | -23.4% |
| 3Y | +4.1% | +29.2% | -25.1% | -10.5% |
| 5Y | +10.3% | +4.3% | +6.0% | +7.2% |
| 10Y | +203.2% | +64.7% | +138.5% | +126.0% |
| All | +1,026.0% | +700.6% | +325.4% | +59.9% |
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 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