+677.7%
HPE vs IYR
+88.4%
+589.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.8% | +7.8% |
| 7D | +10.1% | -0.4% | +10.5% | +10.5% |
| 30D | +5.3% | -2.5% | +7.8% | +7.3% |
| 3M | +12.7% | +1.5% | +11.2% | +10.6% |
| 6M | +167.7% | +3.9% | +163.8% | +156.9% |
| YTD | +135.5% | +9.5% | +125.9% | +117.1% |
| 1Y | +143.4% | +7.5% | +135.9% | +127.4% |
| 3Y | +249.2% | +30.8% | +218.4% | +176.7% |
| 5Y | +343.8% | +4.8% | +339.1% | +313.7% |
| 10Y | +495.9% | +64.3% | +431.5% | +276.7% |
| All | +677.7% | +88.4% | +589.3% | +310.7% |
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