+1,862.6%
HL vs IYR
+699.9%
+1,162.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +7.1% | -0.4% | +7.5% | +7.3% |
| 30D | +21.4% | -2.5% | +24.0% | +23.7% |
| 3M | +37.4% | +1.5% | +36.0% | +35.4% |
| 6M | +0.4% | +3.9% | -3.5% | -2.6% |
| YTD | +6.7% | +9.5% | -2.8% | -0.3% |
| 1Y | +102.4% | +7.5% | +94.9% | +91.7% |
| 3Y | +417.4% | +30.8% | +386.6% | +328.5% |
| 5Y | +243.3% | +4.8% | +238.5% | +234.3% |
| 10Y | +242.6% | +64.3% | +178.2% | +142.5% |
| All | +1,862.6% | +699.9% | +1,162.8% | +580.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling