+203.4%
HD vs IJR
+170.6%
+32.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -0.9% |
| 7D | -3.9% | -2.3% | -1.6% | -2.3% |
| 30D | -13.1% | -4.7% | -8.4% | -10.2% |
| 3M | -3.4% | +2.1% | -5.6% | -4.8% |
| 6M | -12.6% | +13.9% | -26.4% | -19.9% |
| YTD | -9.2% | +18.2% | -27.5% | -19.1% |
| 1Y | -23.9% | +21.8% | -45.8% | -33.8% |
| 3Y | +0.4% | +52.2% | -51.7% | -26.3% |
| 5Y | +4.5% | +40.1% | -35.6% | -19.3% |
| All | +203.4% | +170.6% | +32.8% | +41.5% |
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 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