+96.4%
HUT vs IJR
+39.2%
+57.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -1.2% |
| 7D | +18.9% | -1.1% | +20.0% | +22.0% |
| 30D | +12.0% | -3.6% | +15.6% | +21.6% |
| 3M | -14.9% | +2.3% | -17.2% | -19.0% |
| 6M | +96.8% | +14.3% | +82.5% | +50.6% |
| YTD | +108.8% | +19.3% | +89.5% | +47.2% |
| 1Y | +227.4% | +22.6% | +204.8% | +122.9% |
| 3Y | +760.3% | +53.5% | +706.7% | +287.1% |
| All | +96.4% | +39.2% | +57.2% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling