+155.3%
HBAN vs IJH
+184.0%
-28.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | -0.1% |
| 7D | -1.0% | -1.9% | +0.9% | +1.2% |
| 30D | -5.6% | -4.6% | -1.0% | -0.2% |
| 3M | -1.1% | -1.2% | 0.0% | +0.1% |
| 6M | +9.9% | +9.4% | +0.5% | -1.4% |
| YTD | -0.9% | +13.3% | -14.3% | -14.7% |
| 1Y | -1.4% | +13.4% | -14.8% | -15.2% |
| 3Y | +78.2% | +50.4% | +27.8% | +10.9% |
| 5Y | +37.0% | +49.0% | -11.9% | -13.5% |
| All | +155.3% | +184.0% | -28.7% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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