+265.3%
HUT vs IJH
+18.2%
+247.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +5.7% |
| 7D | +17.8% | +0.1% | +17.7% | +17.6% |
| 30D | +0.8% | -1.5% | +2.3% | +6.1% |
| 3M | -26.8% | +0.8% | -27.5% | -28.7% |
| 6M | +72.6% | +7.6% | +65.0% | +38.4% |
| YTD | +103.6% | +15.5% | +88.1% | +30.7% |
| 1Y | +265.3% | +16.9% | +248.4% | +130.1% |
| All | +265.3% | +18.2% | +247.1% | +130.1% |
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