+622.3%
HON vs IJH
+1,045.0%
-422.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.5% |
| 7D | -2.6% | -2.5% | -0.1% | -0.3% |
| 30D | -11.9% | -5.0% | -6.9% | -7.6% |
| 3M | -6.1% | +0.5% | -6.6% | -6.5% |
| 6M | -19.2% | +8.2% | -27.4% | -24.9% |
| YTD | +0.2% | +12.5% | -12.3% | -10.2% |
| 1Y | -1.5% | +14.4% | -15.9% | -13.3% |
| 3Y | +17.9% | +49.5% | -31.6% | -20.9% |
| 5Y | +1.9% | +47.8% | -45.9% | -32.5% |
| 10Y | +135.2% | +180.4% | -45.2% | -18.5% |
| All | +622.3% | +1,045.0% | -422.7% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling