+1,158.3%
IJR vs HAS
+994.4%
+163.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -0.2% | -1.8% | +1.6% | +0.5% |
| 30D | -2.4% | +2.3% | -4.7% | -3.3% |
| 3M | +3.9% | +10.4% | -6.4% | -0.1% |
| 6M | +12.4% | -3.2% | +15.6% | +12.5% |
| YTD | +21.5% | +15.4% | +6.1% | +13.7% |
| 1Y | +24.0% | +18.8% | +5.2% | +14.7% |
| 3Y | +49.7% | +43.9% | +5.8% | +25.3% |
| 5Y | +39.7% | +13.9% | +25.8% | +24.6% |
| 10Y | +169.0% | +56.4% | +112.6% | +97.4% |
| All | +1,158.3% | +994.4% | +163.9% | +345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling