+403.8%
HUT vs IYR
+68.8%
+334.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -4.4% |
| 7D | +2.8% | -2.8% | +5.7% | +6.5% |
| 30D | +2.1% | -2.5% | +4.6% | +5.1% |
| 3M | -14.3% | -3.0% | -11.3% | -12.8% |
| 6M | +84.2% | +1.6% | +82.6% | +77.6% |
| YTD | +97.2% | +7.3% | +89.9% | +78.4% |
| 1Y | +192.7% | +5.6% | +187.1% | +169.7% |
| 3Y | +712.6% | +28.1% | +684.4% | +497.8% |
| 5Y | +85.5% | +6.1% | +79.4% | +83.3% |
| All | +403.8% | +68.8% | +334.9% | +319.7% |
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 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