+185.6%
HPQ vs IJR
+1,119.4%
-933.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.8% |
| 7D | +3.5% | -2.3% | +5.8% | +5.7% |
| 30D | +13.7% | -4.7% | +18.4% | +18.6% |
| 3M | +33.9% | +2.1% | +31.7% | +31.0% |
| 6M | +80.9% | +13.9% | +67.0% | +60.0% |
| YTD | +52.6% | +18.2% | +34.3% | +30.2% |
| 1Y | +21.2% | +21.8% | -0.6% | +0.9% |
| 3Y | +26.9% | +52.2% | -25.3% | -14.4% |
| 5Y | +41.1% | +40.1% | +1.0% | +3.0% |
| 10Y | +229.6% | +169.7% | +59.9% | +33.3% |
| All | +185.6% | +1,119.4% | -933.7% | -81.4% |
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