+448.2%
HUT vs IJH
+119.3%
+329.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +7.5% |
| 7D | +5.4% | -1.9% | +7.3% | +8.9% |
| 30D | +8.6% | -4.6% | +13.3% | +18.0% |
| 3M | -15.2% | -1.2% | -14.1% | -13.2% |
| 6M | +92.9% | +9.4% | +83.5% | +73.3% |
| YTD | +114.6% | +13.3% | +101.3% | +85.3% |
| 1Y | +208.5% | +13.4% | +195.1% | +173.0% |
| 3Y | +821.5% | +50.4% | +771.1% | +491.8% |
| 5Y | +101.8% | +49.0% | +52.9% | +52.2% |
| All | +448.2% | +119.3% | +329.0% | +175.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling