+28.1%
IYR vs HIG
+101.8%
-73.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.8% | -2.3% | -0.5% | -2.0% |
| 30D | -2.5% | -1.2% | -1.3% | -2.2% |
| 3M | -3.0% | +6.3% | -9.3% | -5.2% |
| 6M | +1.6% | +0.6% | +1.1% | +1.1% |
| YTD | +7.3% | +0.6% | +6.7% | +6.6% |
| 1Y | +5.6% | +6.1% | -0.5% | +2.7% |
| All | +28.1% | +101.8% | -73.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling