+2.6%
HAL vs IJR
+172.1%
-169.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -1.3% |
| 7D | -3.3% | -2.2% | -1.2% | -0.8% |
| 30D | +8.2% | -4.6% | +12.8% | +14.2% |
| 3M | -9.4% | +0.2% | -9.7% | -10.5% |
| 6M | +0.6% | +14.7% | -14.1% | -16.4% |
| YTD | +28.6% | +18.9% | +9.7% | +2.0% |
| 1Y | +63.9% | +19.9% | +44.0% | +27.9% |
| 3Y | -7.1% | +53.0% | -60.2% | -48.5% |
| 5Y | +102.3% | +40.9% | +61.5% | +22.5% |
| All | +2.6% | +172.1% | -169.5% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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