+453.2%
HUT vs IJR
+107.9%
+345.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +7.5% |
| 7D | +28.3% | +0.9% | +27.3% | +26.5% |
| 30D | +12.3% | -3.1% | +15.4% | +17.9% |
| 3M | -16.8% | +4.4% | -21.2% | -21.9% |
| 6M | +111.4% | +16.1% | +95.2% | +73.7% |
| YTD | +116.6% | +20.6% | +96.0% | +70.1% |
| 1Y | +290.5% | +22.9% | +267.6% | +204.4% |
| 3Y | +792.3% | +55.2% | +737.1% | +458.2% |
| 5Y | +94.1% | +41.1% | +53.0% | +55.1% |
| All | +453.2% | +107.9% | +345.3% | +198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling