+555.4%
IYR vs HDB
+3,812.1%
-3,256.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.2% | +0.4% | -1.7% | -1.4% |
| 30D | -2.9% | -2.8% | 0.0% | -1.9% |
| 3M | +0.8% | -3.5% | +4.4% | +1.6% |
| 6M | +1.9% | -24.7% | +26.6% | +11.4% |
| YTD | +9.6% | -36.6% | +46.2% | +27.1% |
| 1Y | +8.1% | -34.4% | +42.5% | +23.6% |
| 3Y | +29.2% | -24.4% | +53.6% | +37.3% |
| 5Y | +4.3% | -35.4% | +39.6% | +14.8% |
| 10Y | +64.7% | +39.5% | +25.2% | +27.5% |
| All | +555.4% | +3,812.1% | -3,256.8% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling