+10.4%
HIG vs IRE
-82.8%
+93.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.2% | -12.2% | -1.7% |
| 7D | -1.1% | +58.9% | -60.0% | +0.2% |
| 30D | -4.9% | +17.2% | -22.1% | -4.2% |
| 3M | +6.8% | -58.6% | +65.4% | +6.5% |
| 6M | -1.7% | -23.5% | +21.8% | 0.0% |
| YTD | -0.2% | -47.4% | +47.2% | +1.0% |
| All | +10.4% | -82.8% | +93.2% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling