+1.7%
HUT vs IJH
+17.8%
-16.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +0.6% | -23.9% | -25.5% |
| 7D | -29.5% | +1.7% | -31.2% | -34.2% |
| 30D | -45.2% | +1.2% | -46.4% | -47.4% |
| 3M | -51.6% | -3.4% | -48.2% | -44.7% |
| 6M | -37.3% | +3.7% | -41.0% | -44.4% |
| YTD | +6.5% | +13.9% | -7.4% | -32.4% |
| 1Y | +1.7% | +17.4% | -15.7% | -40.6% |
| All | +1.7% | +17.8% | -16.1% | -40.6% |
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 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