+713.1%
IYR vs HAS
+1,304.7%
-591.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +2.1% | +3.3% | -1.2% | +1.1% |
| 30D | +7.2% | +30.5% | -23.4% | -1.8% |
| 3M | +0.4% | +29.9% | -29.5% | -8.0% |
| 6M | +1.4% | +26.5% | -25.1% | -6.8% |
| YTD | +11.3% | +51.9% | -40.6% | -4.2% |
| 1Y | +10.5% | +60.9% | -50.4% | -6.8% |
| 3Y | +41.7% | +215.0% | -173.3% | -6.9% |
| 5Y | +7.1% | +51.5% | -44.4% | -12.6% |
| 10Y | +89.1% | +102.2% | -13.2% | +27.1% |
| All | +713.1% | +1,304.7% | -591.6% | +195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling