+47.8%
IJH vs HST
+72.0%
-24.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -2.5% | +0.7% | -3.2% | -2.8% |
| 30D | -5.0% | -0.7% | -4.4% | -4.8% |
| 3M | +0.5% | -4.0% | +4.5% | +1.9% |
| 6M | +8.2% | +20.7% | -12.5% | -1.5% |
| YTD | +12.4% | +31.0% | -18.6% | -1.7% |
| 1Y | +14.4% | +36.2% | -21.8% | -2.1% |
| 3Y | +49.5% | +66.6% | -17.1% | +14.7% |
| 5Y | +47.8% | +75.8% | -28.0% | +8.1% |
| All | +47.8% | +72.0% | -24.2% | +8.1% |
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