+717.5%
HPE vs IJR
+198.5%
+519.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +6.2% |
| 7D | +13.6% | -1.1% | +14.8% | +14.8% |
| 30D | +7.7% | -3.6% | +11.3% | +11.8% |
| 3M | +22.4% | +2.3% | +20.1% | +19.6% |
| 6M | +172.6% | +14.3% | +158.2% | +139.4% |
| YTD | +147.5% | +19.3% | +128.2% | +109.0% |
| 1Y | +151.8% | +22.6% | +129.2% | +107.2% |
| 3Y | +267.1% | +53.5% | +213.5% | +142.6% |
| 5Y | +362.8% | +39.9% | +322.8% | +232.7% |
| 10Y | +540.2% | +172.1% | +368.1% | +126.0% |
| All | +717.5% | +198.5% | +519.0% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling