+702.4%
IYR vs HAS
+1,271.2%
-568.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +2.0% | -0.2% | +2.1% | +2.0% |
| 30D | +8.2% | +31.0% | -22.8% | -0.9% |
| 3M | -1.7% | +30.7% | -32.4% | -10.1% |
| 6M | -0.4% | +23.9% | -24.3% | -7.9% |
| YTD | +9.9% | +48.3% | -38.4% | -4.7% |
| 1Y | +10.4% | +60.2% | -49.8% | -6.7% |
| 3Y | +38.4% | +189.2% | -150.8% | -6.5% |
| 5Y | +5.2% | +50.4% | -45.2% | -13.9% |
| 10Y | +83.8% | +104.2% | -20.3% | +23.1% |
| All | +702.4% | +1,271.2% | -568.8% | +193.9% |
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