-4.3%
HL vs IRE
-97.4%
+93.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.1% | -13.3% | -2.4% |
| 7D | -5.6% | -15.1% | +9.6% | -5.3% |
| 30D | -16.2% | -71.4% | +55.2% | -7.5% |
| 3M | -20.5% | -81.2% | +60.7% | -9.7% |
| 6M | -31.7% | -93.7% | +62.1% | -18.0% |
| YTD | -26.4% | -92.2% | +65.8% | -17.6% |
| 1Y | -4.3% | -97.3% | +92.9% | +14.0% |
| All | -4.3% | -97.4% | +93.1% | +14.0% |
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