+1.7%
HUT vs IJR
+24.2%
-22.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +1.3% | -24.6% | -26.8% |
| 7D | -29.5% | +2.3% | -31.8% | -34.8% |
| 30D | -45.2% | +2.8% | -48.0% | -49.8% |
| 3M | -51.6% | -4.6% | -47.0% | -44.9% |
| 6M | -37.3% | +5.7% | -43.0% | -47.1% |
| YTD | +6.5% | +19.9% | -13.4% | -36.6% |
| 1Y | +1.7% | +24.2% | -22.4% | -43.5% |
| All | +1.7% | +24.2% | -22.5% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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