+51.0%
HPQ vs IJH
+48.0%
+3.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.8% | +7.6% | +7.6% |
| 7D | +9.8% | -1.9% | +11.6% | +11.8% |
| 30D | +22.4% | -4.6% | +27.0% | +28.2% |
| 3M | +45.2% | -1.2% | +46.3% | +46.6% |
| 6M | +96.4% | +9.4% | +87.0% | +78.3% |
| YTD | +65.4% | +13.3% | +52.1% | +44.3% |
| 1Y | +31.6% | +13.4% | +18.2% | +15.0% |
| 3Y | +37.0% | +50.4% | -13.4% | -10.2% |
| All | +51.0% | +48.0% | +3.0% | -0.2% |
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