+50.4%
IJH vs HST
+66.8%
-16.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -1.9% | +0.9% | -2.7% | -2.3% |
| 30D | -4.6% | -2.5% | -2.2% | -3.6% |
| 3M | -1.2% | -5.1% | +4.0% | +0.8% |
| 6M | +9.4% | +21.6% | -12.2% | -1.7% |
| YTD | +13.3% | +31.6% | -18.3% | -2.4% |
| 1Y | +13.4% | +36.1% | -22.8% | -4.4% |
| 3Y | +50.4% | +66.5% | -16.0% | +10.3% |
| All | +50.4% | +66.8% | -16.3% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 3y: compounded portfolio wealth divided by compounded HST 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…
3y analysis · Full analysis span regression · 6 months rolling