+1,102.1%
HD vs IJR
+1,153.0%
-50.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.6% |
| 7D | -2.1% | -0.2% | -1.9% | -1.9% |
| 30D | -8.4% | -2.4% | -6.0% | -6.7% |
| 3M | +4.3% | +3.9% | +0.4% | +1.3% |
| 6M | -11.1% | +12.4% | -23.5% | -18.7% |
| YTD | -4.7% | +21.5% | -26.2% | -18.0% |
| 1Y | -19.8% | +24.0% | -43.8% | -32.3% |
| 3Y | +4.1% | +49.7% | -45.6% | -25.5% |
| 5Y | +10.3% | +39.7% | -29.4% | -17.4% |
| 10Y | +203.2% | +169.0% | +34.1% | +26.6% |
| All | +1,102.1% | +1,153.0% | -50.9% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling