+86.0%
IYR vs HAS
+106.1%
-20.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.1% |
| 7D | +2.3% | +2.2% | +0.1% | +1.7% |
| 30D | +7.4% | +29.6% | -22.2% | +0.3% |
| 3M | -0.7% | +30.3% | -31.0% | -7.5% |
| 6M | +1.6% | +25.6% | -24.0% | -4.9% |
| YTD | +11.6% | +50.8% | -39.3% | -1.1% |
| 1Y | +10.5% | +63.0% | -52.5% | -4.1% |
| 3Y | +43.4% | +211.6% | -168.2% | +1.7% |
| 5Y | +6.8% | +50.4% | -43.6% | -9.2% |
| 10Y | +86.0% | +101.9% | -15.9% | +37.4% |
| All | +86.0% | +106.1% | -20.1% | +37.4% |
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