+41.8%
IYR vs HAS
+212.5%
-170.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.6% | +1.4% | -0.8% | +0.3% |
| 30D | +6.6% | +26.3% | -19.7% | +1.4% |
| 3M | -1.8% | +25.6% | -27.4% | -6.5% |
| 6M | +1.4% | +30.3% | -28.8% | -4.5% |
| YTD | +10.5% | +50.4% | -39.8% | +0.1% |
| 1Y | +10.6% | +57.7% | -47.1% | -1.0% |
| 3Y | +41.8% | +213.4% | -171.6% | -0.6% |
| All | +41.8% | +212.5% | -170.7% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling