+68.1%
HST vs IRE
-97.7%
+165.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.8% | +18.4% | +2.8% |
| 7D | +0.6% | -41.9% | +42.5% | +1.0% |
| 30D | +14.5% | -75.1% | +89.6% | +15.7% |
| 3M | +15.4% | -82.4% | +97.8% | +16.8% |
| 6M | +22.0% | -95.5% | +117.5% | +25.2% |
| YTD | +54.9% | -93.1% | +147.9% | +58.8% |
| 1Y | +54.0% | -97.8% | +151.8% | +54.2% |
| All | +68.1% | -97.7% | +165.8% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling