+65.6%
IYR vs HST
+109.4%
-43.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -2.8% | +0.7% | -3.5% | -3.1% |
| 30D | -2.5% | -0.7% | -1.9% | -2.3% |
| 3M | -3.0% | -4.0% | +1.1% | -1.8% |
| 6M | +1.6% | +20.7% | -19.1% | -5.3% |
| YTD | +7.3% | +31.0% | -23.7% | -3.1% |
| 1Y | +5.6% | +36.2% | -30.6% | -6.2% |
| 3Y | +28.1% | +66.6% | -38.5% | +4.4% |
| 5Y | +6.1% | +75.8% | -69.7% | -17.5% |
| All | +65.6% | +109.4% | -43.8% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling