+120.9%
HPQ vs IYR
+690.9%
-570.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.5% |
| 7D | +2.2% | -0.9% | +3.1% | +2.7% |
| 30D | +9.7% | -2.4% | +12.1% | +11.1% |
| 3M | +32.7% | -2.0% | +34.7% | +34.2% |
| 6M | +77.7% | +2.5% | +75.2% | +75.0% |
| YTD | +51.0% | +8.3% | +42.7% | +44.4% |
| 1Y | +18.4% | +6.5% | +11.9% | +14.3% |
| 3Y | +25.6% | +29.3% | -3.8% | +9.1% |
| 5Y | +38.6% | +5.7% | +33.0% | +33.7% |
| 10Y | +226.1% | +69.2% | +156.9% | +151.7% |
| All | +120.9% | +690.9% | -570.0% | -42.7% |
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