-4.8%
HL vs IRE
-98.1%
+93.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -15.8% | +8.5% | -5.7% |
| 7D | +8.2% | -41.9% | +50.1% | +12.1% |
| 30D | -16.3% | -75.1% | +58.8% | -6.3% |
| 3M | -18.6% | -82.4% | +63.8% | -6.8% |
| 6M | -23.2% | -95.5% | +72.4% | -5.0% |
| YTD | -25.5% | -93.1% | +67.6% | -15.7% |
| 1Y | -4.8% | -97.8% | +93.0% | +15.9% |
| All | -4.8% | -98.1% | +93.4% | +15.9% |
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