+179.3%
IJH vs HAS
+61.8%
+117.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | -1.9% | -1.1% | -0.8% | -1.5% |
| 30D | -4.6% | -2.8% | -1.8% | -3.8% |
| 3M | -1.2% | +10.1% | -11.3% | -4.7% |
| 6M | +9.4% | -1.4% | +10.8% | +8.8% |
| YTD | +13.3% | +14.2% | -0.8% | +6.8% |
| 1Y | +13.4% | +18.2% | -4.8% | +5.4% |
| 3Y | +50.4% | +48.6% | +1.8% | +25.7% |
| 5Y | +49.0% | +14.2% | +34.7% | +34.2% |
| All | +179.3% | +61.8% | +117.5% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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