+39.9%
IJR vs HST
+75.9%
-35.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -3.6% | -2.8% | -0.8% | -2.4% |
| 3M | +2.3% | -6.5% | +8.8% | +5.2% |
| 6M | +14.3% | +20.7% | -6.4% | +3.4% |
| YTD | +19.3% | +30.5% | -11.2% | +3.7% |
| 1Y | +22.6% | +36.8% | -14.2% | +3.7% |
| 3Y | +53.5% | +65.9% | -12.3% | +17.0% |
| 5Y | +39.9% | +73.9% | -34.0% | +1.5% |
| All | +39.9% | +75.9% | -35.9% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling