+228.7%
HL vs IJH
+48.0%
+180.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -2.1% |
| 7D | -4.4% | -1.9% | -2.5% | -2.3% |
| 30D | +9.3% | -4.6% | +13.9% | +15.6% |
| 3M | +32.0% | -1.2% | +33.1% | +34.5% |
| 6M | -6.4% | +9.4% | -15.8% | -14.1% |
| YTD | +3.1% | +13.3% | -10.2% | -7.9% |
| 1Y | +77.6% | +13.4% | +64.2% | +59.0% |
| 3Y | +392.8% | +50.4% | +342.4% | +224.9% |
| All | +228.7% | +48.0% | +180.7% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling