+48.1%
IJH vs HDB
-34.5%
+82.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.9% | -6.1% | -1.2% |
| 7D | -1.9% | +0.7% | -2.5% | -2.1% |
| 30D | -4.6% | +1.0% | -5.6% | -5.0% |
| 3M | -1.2% | -2.0% | +0.8% | -1.2% |
| 6M | +9.4% | -18.1% | +27.5% | +15.1% |
| YTD | +13.3% | -36.1% | +49.5% | +28.2% |
| 1Y | +13.4% | -34.0% | +47.4% | +26.7% |
| 3Y | +50.4% | -26.7% | +77.1% | +59.8% |
| All | +48.1% | -34.5% | +82.6% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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