+150.3%
IJR vs HST
+133.7%
+16.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.2% | +3.6% | -1.4% | +0.5% |
| 30D | +3.8% | +11.2% | -7.4% | -1.2% |
| 3M | -5.7% | +13.1% | -18.8% | -11.1% |
| 6M | +4.6% | +23.9% | -19.3% | -5.8% |
| YTD | +18.0% | +52.3% | -34.3% | -3.7% |
| 1Y | +21.8% | +56.7% | -34.9% | -1.9% |
| 3Y | +61.1% | +87.5% | -26.4% | +18.2% |
| 5Y | +27.3% | +82.8% | -55.5% | -8.4% |
| All | +150.3% | +133.7% | +16.6% | +55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling