+18.7%
HPQ vs IJH
+18.2%
+0.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +6.9% | +0.1% | +6.8% | +6.8% |
| 30D | +14.4% | -1.5% | +15.9% | +15.7% |
| 3M | +25.6% | +0.8% | +24.9% | +24.8% |
| 6M | +75.0% | +7.6% | +67.5% | +65.3% |
| YTD | +50.7% | +15.5% | +35.2% | +29.4% |
| 1Y | +18.7% | +16.9% | +1.7% | -1.9% |
| All | +18.7% | +18.2% | +0.4% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling