+1.5%
HON vs IJH
+48.0%
-46.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | -3.5% | -1.9% | -1.6% | -2.2% |
| 30D | -13.8% | -4.6% | -9.1% | -10.8% |
| 3M | -11.7% | -1.2% | -10.5% | -10.9% |
| 6M | -18.7% | +9.4% | -28.1% | -23.6% |
| YTD | +0.2% | +13.3% | -13.1% | -8.0% |
| 1Y | -3.1% | +13.4% | -16.4% | -11.1% |
| 3Y | +17.0% | +50.4% | -33.5% | -13.1% |
| All | +1.5% | +48.0% | -46.5% | -25.4% |
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 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