+142.4%
HAL vs IJR
+1,153.0%
-1,010.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -1.0% |
| 7D | +2.9% | -0.2% | +3.1% | +3.1% |
| 30D | +17.0% | -2.4% | +19.5% | +19.9% |
| 3M | -9.7% | +3.9% | -13.6% | -14.0% |
| 6M | +8.6% | +12.4% | -3.8% | -5.8% |
| YTD | +33.0% | +21.5% | +11.5% | +5.8% |
| 1Y | +68.3% | +24.0% | +44.3% | +30.4% |
| 3Y | +0.1% | +49.7% | -49.6% | -38.1% |
| 5Y | +102.6% | +39.7% | +63.0% | +34.8% |
| 10Y | +3.8% | +169.0% | -165.2% | -60.9% |
| All | +142.4% | +1,153.0% | -1,010.5% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling