+1,121.9%
IJR vs HAS
+1,325.9%
-204.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +2.2% | +1.4% | +0.8% | +1.7% |
| 30D | +3.8% | +26.3% | -22.4% | -4.7% |
| 3M | -5.7% | +25.6% | -31.3% | -13.5% |
| 6M | +4.6% | +30.3% | -25.6% | -5.9% |
| YTD | +18.0% | +50.4% | -32.4% | +0.1% |
| 1Y | +21.8% | +57.7% | -35.9% | +1.5% |
| 3Y | +61.1% | +213.4% | -152.3% | +1.9% |
| 5Y | +27.3% | +49.1% | -21.8% | +3.0% |
| 10Y | +154.1% | +98.5% | +55.6% | +70.8% |
| All | +1,121.9% | +1,325.9% | -204.0% | +292.3% |
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