+1,054.0%
IJH vs HIG
+306.8%
+747.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -1.9% | -1.5% | -0.4% | -1.6% |
| 30D | -4.6% | -0.4% | -4.3% | -4.6% |
| 3M | -1.2% | +6.7% | -7.8% | -2.7% |
| 6M | +9.4% | +2.0% | +7.4% | +8.6% |
| YTD | +13.3% | +0.3% | +13.0% | +12.9% |
| 1Y | +13.4% | +4.2% | +9.2% | +11.9% |
| 3Y | +50.4% | +102.2% | -51.8% | +28.3% |
| 5Y | +49.0% | +118.5% | -69.5% | +25.0% |
| 10Y | +182.6% | +311.1% | -128.5% | +104.8% |
| All | +1,054.0% | +306.8% | +747.2% | +556.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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