+666.4%
HPE vs IJH
+204.5%
+461.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.3% | -5.2% |
| 7D | +1.4% | -2.5% | +3.9% | +4.2% |
| 30D | +1.5% | -5.0% | +6.6% | +7.7% |
| 3M | +21.7% | +0.5% | +21.2% | +21.5% |
| 6M | +164.2% | +8.2% | +155.9% | +144.8% |
| YTD | +132.1% | +12.4% | +119.6% | +106.9% |
| 1Y | +130.6% | +14.4% | +116.3% | +102.6% |
| 3Y | +244.1% | +49.5% | +194.6% | +131.0% |
| 5Y | +340.8% | +47.8% | +293.0% | +197.4% |
| 10Y | +500.2% | +180.4% | +319.8% | +92.7% |
| All | +666.4% | +204.5% | +461.9% | +123.1% |
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