+248.6%
HD vs IJR
+151.4%
+97.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.5% | +2.2% | -0.6% | 0.0% |
| 30D | +18.0% | +3.8% | +14.1% | +15.0% |
| 3M | +2.8% | -5.7% | +8.5% | +7.2% |
| 6M | +17.0% | +4.6% | +12.3% | +13.5% |
| YTD | +3.5% | +18.0% | -14.4% | -7.6% |
| 1Y | -2.6% | +21.8% | -24.4% | -15.0% |
| 3Y | +30.7% | +61.1% | -30.4% | -7.8% |
| 5Y | +6.2% | +27.3% | -21.1% | -12.2% |
| All | +248.6% | +151.4% | +97.2% | +75.2% |
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