+256.9%
HL vs IJR
+172.1%
+84.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.7% |
| 7D | -4.4% | -2.2% | -2.2% | -2.4% |
| 30D | +9.3% | -4.6% | +13.9% | +14.4% |
| 3M | +32.0% | +0.2% | +31.7% | +32.2% |
| 6M | -6.4% | +14.7% | -21.2% | -16.6% |
| YTD | +3.1% | +18.9% | -15.7% | -10.4% |
| 1Y | +77.6% | +19.9% | +57.6% | +53.4% |
| 3Y | +392.8% | +53.0% | +339.8% | +240.8% |
| 5Y | +234.1% | +40.9% | +193.2% | +149.0% |
| All | +256.9% | +172.1% | +84.8% | +75.7% |
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