+168.1%
IJR vs HAS
+61.8%
+106.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | -2.2% | -1.1% | -1.1% | -1.8% |
| 30D | -4.6% | -2.8% | -1.8% | -3.7% |
| 3M | +0.2% | +10.1% | -9.9% | -3.5% |
| 6M | +14.7% | -1.4% | +16.1% | +14.0% |
| YTD | +18.9% | +14.2% | +4.7% | +11.8% |
| 1Y | +19.9% | +18.2% | +1.7% | +11.3% |
| 3Y | +53.0% | +48.6% | +4.4% | +27.4% |
| 5Y | +40.9% | +14.2% | +26.6% | +26.4% |
| All | +168.1% | +61.8% | +106.3% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling