+4.5%
HD vs IJH
+45.7%
-41.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.8% |
| 7D | -3.9% | -2.5% | -1.4% | -1.9% |
| 30D | -13.1% | -5.0% | -8.1% | -9.6% |
| 3M | -3.4% | +0.5% | -4.0% | -3.8% |
| 6M | -12.6% | +8.2% | -20.8% | -17.7% |
| YTD | -9.2% | +12.5% | -21.7% | -17.2% |
| 1Y | -23.9% | +14.4% | -38.3% | -31.7% |
| 3Y | +0.4% | +49.5% | -49.1% | -28.0% |
| 5Y | +4.5% | +47.8% | -43.3% | -25.5% |
| All | +4.5% | +45.7% | -41.1% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling