+746.7%
HUT vs IJH
+48.6%
+698.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -3.2% |
| 7D | +2.8% | -2.5% | +5.3% | +9.7% |
| 30D | +2.1% | -5.0% | +7.1% | +16.5% |
| 3M | -14.3% | +0.5% | -14.8% | -15.2% |
| 6M | +84.2% | +8.2% | +76.0% | +58.8% |
| YTD | +97.2% | +12.5% | +84.8% | +58.9% |
| 1Y | +192.7% | +14.4% | +178.4% | +134.2% |
| All | +746.7% | +48.6% | +698.2% | +434.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling