+713.1%
IYR vs HST
+569.0%
+144.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.3% | -4.0% | -1.3% |
| 7D | +2.1% | +0.6% | +1.5% | +1.7% |
| 30D | +7.2% | +14.5% | -7.3% | +0.1% |
| 3M | +0.4% | +15.4% | -15.0% | -6.7% |
| 6M | +1.4% | +22.0% | -20.5% | -8.6% |
| YTD | +11.3% | +54.9% | -43.5% | -11.1% |
| 1Y | +10.5% | +54.0% | -43.5% | -11.7% |
| 3Y | +41.7% | +90.4% | -48.7% | -0.6% |
| 5Y | +7.1% | +84.2% | -77.1% | -27.3% |
| 10Y | +89.1% | +144.6% | -55.5% | -3.7% |
| All | +713.1% | +569.0% | +144.2% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling