+5.7%
IYR vs HDB
-38.7%
+44.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | -0.9% | -4.9% | +4.0% | +0.2% |
| 30D | -2.4% | -5.8% | +3.5% | -1.0% |
| 3M | -2.0% | -5.2% | +3.2% | -1.2% |
| 6M | +2.5% | -25.7% | +28.2% | +9.4% |
| YTD | +8.3% | -39.6% | +47.9% | +21.6% |
| 1Y | +6.5% | -36.9% | +43.4% | +18.1% |
| 3Y | +29.3% | -29.7% | +59.1% | +37.4% |
| 5Y | +5.7% | -37.8% | +43.4% | +11.7% |
| All | +5.7% | -38.7% | +44.4% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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