+40.0%
HLT vs IJH
+12.9%
+27.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | +1.0% |
| 7D | +3.6% | -3.4% | +7.0% | +6.1% |
| 30D | +14.6% | -3.1% | +17.7% | +17.1% |
| 3M | +13.9% | -6.6% | +20.6% | +19.5% |
| 6M | +18.3% | -1.6% | +19.9% | +18.2% |
| YTD | +28.9% | +9.5% | +19.4% | +16.8% |
| 1Y | +40.0% | +12.1% | +28.0% | +23.4% |
| All | +40.0% | +12.9% | +27.2% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling