+448.2%
HUT vs IJR
+104.9%
+343.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.0% |
| 7D | +5.4% | -2.2% | +7.6% | +9.1% |
| 30D | +8.6% | -4.6% | +13.2% | +16.9% |
| 3M | -15.2% | +0.2% | -15.5% | -15.3% |
| 6M | +92.9% | +14.7% | +78.2% | +61.7% |
| YTD | +114.6% | +18.9% | +95.8% | +72.6% |
| 1Y | +208.5% | +19.9% | +188.6% | +150.1% |
| 3Y | +821.5% | +53.0% | +768.5% | +490.0% |
| 5Y | +101.8% | +40.9% | +61.0% | +63.1% |
| All | +448.2% | +104.9% | +343.3% | +202.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling