+138.4%
HLT vs IJH
+48.0%
+90.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.7% |
| 7D | -1.6% | -1.9% | +0.3% | +0.1% |
| 30D | -5.0% | -4.6% | -0.4% | -0.9% |
| 3M | -10.4% | -1.2% | -9.2% | -9.7% |
| 6M | +3.2% | +9.4% | -6.2% | -5.3% |
| YTD | +6.7% | +13.3% | -6.6% | -5.4% |
| 1Y | +10.3% | +13.4% | -3.1% | -2.6% |
| 3Y | +99.3% | +50.4% | +48.9% | +32.6% |
| All | +138.4% | +48.0% | +90.5% | +61.7% |
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