+265.3%
HUT vs IYR
+8.4%
+256.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.6% |
| 7D | +17.8% | -1.2% | +19.0% | +18.6% |
| 30D | +0.8% | -2.9% | +3.7% | +2.5% |
| 3M | -26.8% | +0.8% | -27.6% | -30.4% |
| 6M | +72.6% | +1.9% | +70.7% | +58.8% |
| YTD | +103.6% | +9.6% | +94.0% | +76.6% |
| 1Y | +265.3% | +8.1% | +257.2% | +212.1% |
| All | +265.3% | +8.4% | +256.9% | +212.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling