+1,158.3%
IJR vs HST
+474.9%
+683.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -0.2% | -1.0% | +0.9% | +0.2% |
| 30D | -2.4% | -12.3% | +9.8% | +2.3% |
| 3M | +3.9% | -6.4% | +10.3% | +6.2% |
| 6M | +12.4% | +15.0% | -2.6% | +6.2% |
| YTD | +21.5% | +30.5% | -9.0% | +9.3% |
| 1Y | +24.0% | +35.7% | -11.7% | +9.7% |
| 3Y | +49.7% | +68.4% | -18.7% | +21.5% |
| 5Y | +39.7% | +73.1% | -33.5% | +9.9% |
| 10Y | +169.0% | +92.7% | +76.3% | +92.0% |
| All | +1,158.3% | +474.9% | +683.4% | +424.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling