+244.6%
HUT vs IYR
+73.8%
+170.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.2% |
| 7D | +34.9% | -0.1% | +35.0% | +35.0% |
| 30D | -25.9% | +5.7% | -31.6% | -31.9% |
| 3M | -31.7% | -0.6% | -31.1% | -32.4% |
| 6M | -42.2% | +0.5% | -42.8% | -45.1% |
| YTD | +34.9% | +10.4% | +24.5% | +16.0% |
| 1Y | +48.5% | +9.2% | +39.3% | +29.9% |
| 3Y | +471.2% | +40.5% | +430.7% | +270.8% |
| 5Y | -18.9% | +5.9% | -24.8% | -21.6% |
| All | +244.6% | +73.8% | +170.8% | +172.9% |
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