+554.6%
IYR vs HBM
+613.3%
-58.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.2% | -6.4% | +5.1% | -0.5% |
| 30D | -2.9% | +5.9% | -8.8% | -3.7% |
| 3M | +0.8% | -8.9% | +9.7% | +1.1% |
| 6M | +1.9% | +10.7% | -8.8% | -1.1% |
| YTD | +9.6% | +38.3% | -28.6% | +2.8% |
| 1Y | +8.1% | +121.3% | -113.3% | -5.4% |
| 3Y | +29.2% | +450.6% | -421.4% | -3.0% |
| 5Y | +4.3% | +338.0% | -333.7% | -22.3% |
| 10Y | +64.7% | +578.6% | -513.9% | -0.7% |
| All | +554.6% | +613.3% | -58.8% | +170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling