+392.8%
HL vs IJH
+49.7%
+343.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -2.2% |
| 7D | -4.4% | -1.9% | -2.5% | -2.0% |
| 30D | +9.3% | -4.6% | +13.9% | +16.3% |
| 3M | +32.0% | -1.2% | +33.1% | +34.8% |
| 6M | -6.4% | +9.4% | -15.8% | -14.7% |
| YTD | +3.1% | +13.3% | -10.2% | -8.5% |
| 1Y | +77.6% | +13.4% | +64.2% | +57.9% |
| 3Y | +392.8% | +50.4% | +342.4% | +198.1% |
| All | +392.8% | +49.7% | +343.1% | +198.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling