+396.0%
HPE vs IJH
+48.0%
+348.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.7% | +11.5% |
| 7D | +19.4% | -1.9% | +21.3% | +22.0% |
| 30D | +5.6% | -4.6% | +10.3% | +11.8% |
| 3M | +33.1% | -1.2% | +34.2% | +35.5% |
| 6M | +192.5% | +9.4% | +183.1% | +167.6% |
| YTD | +160.9% | +13.3% | +147.6% | +130.4% |
| 1Y | +155.0% | +13.4% | +141.6% | +125.7% |
| 3Y | +289.4% | +50.4% | +239.0% | +162.9% |
| All | +396.0% | +48.0% | +348.1% | +235.8% |
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