+396.0%
HPE vs IJR
+39.9%
+356.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +11.9% | +11.9% |
| 7D | +19.4% | -2.2% | +21.6% | +22.1% |
| 30D | +5.6% | -4.6% | +10.2% | +10.9% |
| 3M | +33.1% | +0.2% | +32.8% | +32.8% |
| 6M | +192.5% | +14.7% | +177.7% | +156.1% |
| YTD | +160.9% | +18.9% | +142.1% | +121.3% |
| 1Y | +155.0% | +19.9% | +135.0% | +114.7% |
| 3Y | +289.4% | +53.0% | +236.4% | +160.6% |
| All | +396.0% | +39.9% | +356.1% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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