+25.0%
HL vs IRE
-97.6%
+122.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -23.2% | +36.4% | +15.3% |
| 7D | +0.2% | -46.8% | +47.0% | +5.2% |
| 30D | -12.1% | -75.5% | +63.4% | -1.6% |
| 3M | -2.8% | -79.4% | +76.6% | +9.0% |
| 6M | -14.9% | -91.3% | +76.4% | -2.7% |
| YTD | -22.0% | -90.8% | +68.8% | -11.9% |
| 1Y | +25.0% | -97.7% | +122.7% | +44.4% |
| All | +25.0% | -97.6% | +122.6% | +44.4% |
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