+565.6%
IYR vs HDB
+4,284.7%
-3,719.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +2.1% | +12.7% | -10.6% | -2.1% |
| 30D | +7.2% | +16.6% | -9.4% | +1.4% |
| 3M | +0.4% | +10.8% | -10.4% | -3.5% |
| 6M | +1.4% | +3.8% | -2.4% | -0.9% |
| YTD | +11.3% | -28.9% | +40.2% | +23.7% |
| 1Y | +10.5% | -28.0% | +38.5% | +22.1% |
| 3Y | +41.7% | -7.2% | +48.9% | +39.7% |
| 5Y | +7.1% | -22.2% | +29.3% | +10.2% |
| 10Y | +89.1% | +63.6% | +25.5% | +38.0% |
| All | +565.6% | +4,284.7% | -3,719.0% | +105.1% |
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