+7.3%
HD vs IJR
+41.4%
-34.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -1.7% |
| 7D | -1.2% | +0.9% | -2.1% | -1.8% |
| 30D | -11.1% | -3.1% | -8.0% | -9.1% |
| 3M | +2.0% | +4.4% | -2.4% | -0.9% |
| 6M | -10.5% | +16.1% | -26.6% | -19.3% |
| YTD | -6.9% | +20.6% | -27.4% | -18.4% |
| 1Y | -23.2% | +22.9% | -46.0% | -33.8% |
| 3Y | +3.1% | +55.2% | -52.1% | -26.7% |
| All | +7.3% | +41.4% | -34.0% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling