+563.1%
HPE vs IYR
+69.7%
+493.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.7% | +11.9% |
| 7D | +19.4% | -1.4% | +20.8% | +20.6% |
| 30D | +5.6% | -2.7% | +8.3% | +7.7% |
| 3M | +33.1% | -2.1% | +35.2% | +34.4% |
| 6M | +192.5% | +3.6% | +188.9% | +181.6% |
| YTD | +160.9% | +8.1% | +152.8% | +143.3% |
| 1Y | +155.0% | +4.7% | +150.2% | +143.2% |
| 3Y | +289.4% | +29.1% | +260.3% | +213.2% |
| 5Y | +395.7% | +6.9% | +388.7% | +355.3% |
| All | +563.1% | +69.7% | +493.4% | +325.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling