+36.5%
IJH vs HST
+82.3%
-45.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.3% | +3.6% | -1.3% | +0.7% |
| 30D | +2.1% | +11.2% | -9.1% | -2.8% |
| 3M | -5.7% | +13.1% | -18.7% | -10.9% |
| 6M | +1.4% | +23.9% | -22.5% | -8.7% |
| YTD | +12.6% | +52.3% | -39.6% | -8.1% |
| 1Y | +16.1% | +56.7% | -40.6% | -6.6% |
| 3Y | +57.8% | +87.5% | -29.7% | +14.7% |
| All | +36.5% | +82.3% | -45.8% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling