+17.2%
HLT vs IRE
-84.4%
+101.7%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.0% | -1.1% |
| 7D | -3.3% | +54.8% | -58.1% | -3.6% |
| 30D | -4.1% | +18.4% | -22.5% | -4.3% |
| 3M | -7.9% | -66.7% | +58.8% | -7.5% |
| 6M | +2.2% | -52.3% | +54.5% | +2.0% |
| YTD | +8.5% | -52.3% | +60.8% | +9.0% |
| All | +17.2% | -84.4% | +101.7% | +17.6% |
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