+6.1%
IYR vs HBM
+336.0%
-329.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.5% | +6.6% | -0.1% |
| 7D | -2.8% | -3.7% | +0.9% | -2.5% |
| 30D | -2.5% | -3.7% | +1.1% | -2.3% |
| 3M | -3.0% | +8.0% | -11.0% | -4.4% |
| 6M | +1.6% | +15.8% | -14.1% | -1.5% |
| YTD | +7.3% | +34.4% | -27.1% | +1.4% |
| 1Y | +5.6% | +98.2% | -92.5% | -5.7% |
| 3Y | +28.1% | +476.6% | -448.5% | -5.5% |
| 5Y | +6.1% | +331.1% | -325.0% | -19.8% |
| All | +6.1% | +336.0% | -329.9% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 5y: compounded portfolio wealth divided by compounded HBM 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…
5y analysis · Full analysis span regression · 6 months rolling