+11.3%
HIG vs IRE
-85.3%
+96.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.8% | +8.0% | 0.0% |
| 7D | -2.3% | +7.9% | -10.2% | -2.0% |
| 30D | -1.2% | +9.3% | -10.5% | -0.6% |
| 3M | +6.3% | -52.3% | +58.6% | +6.2% |
| 6M | +0.6% | -38.5% | +39.1% | +1.8% |
| YTD | +0.6% | -54.8% | +55.5% | +1.4% |
| All | +11.3% | -85.3% | +96.6% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling