+563.1%
HPE vs IJH
+184.0%
+379.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.7% | +11.6% |
| 7D | +19.4% | -1.9% | +21.3% | +21.9% |
| 30D | +5.6% | -4.6% | +10.3% | +11.4% |
| 3M | +33.1% | -1.2% | +34.2% | +35.3% |
| 6M | +192.5% | +9.4% | +183.1% | +168.6% |
| YTD | +160.9% | +13.3% | +147.6% | +131.5% |
| 1Y | +155.0% | +13.4% | +141.6% | +126.8% |
| 3Y | +289.4% | +50.4% | +239.0% | +162.6% |
| 5Y | +395.7% | +49.0% | +346.7% | +235.8% |
| All | +563.1% | +184.0% | +379.1% | +144.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling