+700.6%
IYR vs HAS
+967.0%
-266.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.2% | -1.8% | +0.6% | -0.7% |
| 30D | -2.9% | +2.3% | -5.1% | -3.6% |
| 3M | +0.8% | +10.4% | -9.5% | -2.7% |
| 6M | +1.9% | -3.2% | +5.1% | +2.0% |
| YTD | +9.6% | +15.4% | -5.8% | +3.3% |
| 1Y | +8.1% | +18.8% | -10.7% | +0.6% |
| 3Y | +29.2% | +43.9% | -14.7% | +9.4% |
| 5Y | +4.3% | +13.9% | -9.6% | -6.7% |
| 10Y | +64.7% | +56.4% | +8.3% | +20.3% |
| All | +700.6% | +967.0% | -266.4% | +218.6% |
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 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