-18.9%
HUT vs IYR
+5.7%
-24.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.4% |
| 7D | +34.9% | -0.1% | +35.0% | +35.0% |
| 30D | -25.9% | +5.7% | -31.6% | -33.7% |
| 3M | -31.7% | -0.6% | -31.1% | -32.7% |
| 6M | -42.2% | +0.5% | -42.8% | -46.1% |
| YTD | +34.9% | +10.4% | +24.5% | +9.3% |
| 1Y | +48.5% | +9.2% | +39.3% | +23.2% |
| 3Y | +471.2% | +40.5% | +430.7% | +195.7% |
| 5Y | -18.9% | +5.9% | -24.8% | -20.5% |
| All | -18.9% | +5.7% | -24.6% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling