+111.2%
IJH vs GH
+467.1%
-355.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -1.9% | -2.5% | +0.6% | -1.5% |
| 30D | -4.6% | -4.7% | 0.0% | -4.1% |
| 3M | -1.2% | +20.2% | -21.4% | -4.0% |
| 6M | +9.4% | +78.8% | -69.4% | +0.1% |
| YTD | +13.3% | +54.1% | -40.7% | +5.5% |
| 1Y | +13.4% | +177.1% | -163.7% | -3.5% |
| 3Y | +50.4% | +371.6% | -321.2% | +13.3% |
| 5Y | +49.0% | +21.9% | +27.0% | +26.4% |
| All | +111.2% | +467.1% | -355.9% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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