+36.5%
IJH vs HAS
+48.2%
-11.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | +2.3% | +1.4% | +0.9% | +1.9% |
| 30D | +2.1% | +26.3% | -24.2% | -5.3% |
| 3M | -5.7% | +25.6% | -31.3% | -12.4% |
| 6M | +1.4% | +30.3% | -28.8% | -7.5% |
| YTD | +12.6% | +50.4% | -37.7% | -2.9% |
| 1Y | +16.1% | +57.7% | -41.6% | -1.5% |
| 3Y | +57.8% | +213.4% | -155.6% | +2.1% |
| All | +36.5% | +48.2% | -11.8% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling