+700.6%
IYR vs HST
+463.8%
+236.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -1.2% | -1.0% | -0.2% | -0.8% |
| 30D | -2.9% | -12.3% | +9.4% | +3.3% |
| 3M | +0.8% | -6.4% | +7.2% | +3.7% |
| 6M | +1.9% | +15.0% | -13.2% | -5.5% |
| YTD | +9.6% | +30.5% | -20.9% | -4.7% |
| 1Y | +8.1% | +35.7% | -27.6% | -8.2% |
| 3Y | +29.2% | +68.4% | -39.2% | -3.8% |
| 5Y | +4.3% | +73.1% | -68.8% | -27.1% |
| 10Y | +64.7% | +92.7% | -28.0% | -5.3% |
| All | +700.6% | +463.8% | +236.8% | +143.0% |
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