+228.7%
HL vs IYR
+6.0%
+222.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.9% |
| 7D | -4.4% | -1.4% | -3.0% | -3.1% |
| 30D | +9.3% | -2.7% | +12.0% | +12.2% |
| 3M | +32.0% | -2.1% | +34.1% | +33.9% |
| 6M | -6.4% | +3.6% | -10.0% | -10.2% |
| YTD | +3.1% | +8.1% | -5.0% | -5.0% |
| 1Y | +77.6% | +4.7% | +72.8% | +68.5% |
| 3Y | +392.8% | +29.1% | +363.7% | +275.8% |
| All | +228.7% | +6.0% | +222.6% | +208.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling