+433.3%
HUT vs IJH
+119.6%
+313.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -1.8% |
| 7D | +18.9% | -0.7% | +19.6% | +20.5% |
| 30D | +12.0% | -3.8% | +15.8% | +19.8% |
| 3M | -14.9% | 0.0% | -14.9% | -14.4% |
| 6M | +96.8% | +8.8% | +88.0% | +78.2% |
| YTD | +108.8% | +13.5% | +95.3% | +79.5% |
| 1Y | +227.4% | +15.4% | +212.0% | +181.3% |
| 3Y | +760.3% | +50.9% | +709.4% | +448.8% |
| 5Y | +86.1% | +47.8% | +38.3% | +41.0% |
| All | +433.3% | +119.6% | +313.7% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling