+559.9%
IYR vs HBM
+456.2%
+103.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +0.6% | +2.2% | -1.7% | +0.3% |
| 30D | +6.6% | -11.8% | +18.4% | +8.0% |
| 3M | -1.8% | -19.2% | +17.4% | +0.4% |
| 6M | +1.4% | -22.9% | +24.3% | +3.3% |
| YTD | +10.5% | +7.8% | +2.7% | +6.5% |
| 1Y | +10.6% | +34.9% | -24.3% | +3.3% |
| 3Y | +41.8% | +422.2% | -380.4% | +6.7% |
| 5Y | +6.0% | +192.8% | -186.8% | -16.8% |
| 10Y | +86.7% | +281.1% | -194.5% | +22.2% |
| All | +559.9% | +456.2% | +103.8% | +180.6% |
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