+133.9%
HL vs IYR
+8.4%
+125.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.0% |
| 7D | +1.5% | -1.2% | +2.7% | +2.3% |
| 30D | +25.1% | -2.9% | +27.9% | +27.3% |
| 3M | +22.9% | +0.8% | +22.1% | +20.8% |
| 6M | -4.9% | +1.9% | -6.8% | -7.4% |
| YTD | +7.8% | +9.6% | -1.8% | +0.1% |
| 1Y | +133.9% | +8.1% | +125.8% | +114.0% |
| All | +133.9% | +8.4% | +125.5% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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