+185.6%
HPQ vs IJH
+1,045.0%
-859.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +2.0% |
| 7D | +3.5% | -2.5% | +6.0% | +6.1% |
| 30D | +13.7% | -5.0% | +18.7% | +19.6% |
| 3M | +33.9% | +0.5% | +33.3% | +32.8% |
| 6M | +80.9% | +8.2% | +72.7% | +65.9% |
| YTD | +52.6% | +12.5% | +40.1% | +34.3% |
| 1Y | +21.2% | +14.4% | +6.9% | +5.2% |
| 3Y | +26.9% | +49.5% | -22.6% | -16.0% |
| 5Y | +41.1% | +47.8% | -6.7% | -5.0% |
| 10Y | +229.6% | +180.4% | +49.2% | +18.1% |
| All | +185.6% | +1,045.0% | -859.4% | -80.6% |
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