+1,126.8%
IJR vs HAS
+1,340.9%
-214.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +0.1% | +3.3% | -3.2% | -1.0% |
| 30D | +2.6% | +30.5% | -27.9% | -7.0% |
| 3M | -4.3% | +29.9% | -34.2% | -13.2% |
| 6M | +2.7% | +26.5% | -23.8% | -6.6% |
| YTD | +18.5% | +51.9% | -33.5% | +0.1% |
| 1Y | +20.1% | +60.9% | -40.8% | -0.7% |
| 3Y | +61.7% | +215.0% | -153.3% | +2.1% |
| 5Y | +28.5% | +51.5% | -23.0% | +3.4% |
| 10Y | +161.6% | +102.2% | +59.3% | +74.7% |
| All | +1,126.8% | +1,340.9% | -214.1% | +292.5% |
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 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