+64.3%
IYR vs HAS
+53.3%
+11.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.5% |
| 7D | -0.4% | -3.1% | +2.7% | +0.4% |
| 30D | -2.5% | -2.7% | +0.2% | -1.9% |
| 3M | +1.5% | +8.9% | -7.5% | -1.1% |
| 6M | +3.9% | -2.9% | +6.8% | +3.9% |
| YTD | +9.5% | +12.6% | -3.1% | +5.0% |
| 1Y | +7.5% | +17.5% | -10.0% | +1.6% |
| 3Y | +30.8% | +46.2% | -15.4% | +13.7% |
| 5Y | +4.8% | +12.6% | -7.8% | -3.9% |
| 10Y | +64.3% | +55.7% | +8.6% | +32.2% |
| All | +64.3% | +53.3% | +11.1% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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