+1,075.9%
IJH vs HST
+474.9%
+600.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | 0.0% |
| 7D | +0.1% | -1.0% | +1.2% | +0.5% |
| 30D | -1.5% | -12.3% | +10.8% | +3.0% |
| 3M | +0.8% | -6.4% | +7.1% | +2.8% |
| 6M | +7.6% | +15.0% | -7.4% | +1.9% |
| YTD | +15.5% | +30.5% | -15.0% | +4.5% |
| 1Y | +16.9% | +35.7% | -18.8% | +4.1% |
| 3Y | +48.1% | +68.4% | -20.3% | +21.3% |
| 5Y | +47.8% | +73.1% | -25.3% | +17.6% |
| 10Y | +178.6% | +92.7% | +85.8% | +100.9% |
| All | +1,075.9% | +474.9% | +600.9% | +403.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling