-20.0%
SKHY vs IJH
-1.6%
-18.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.2% | +2.4% | -3.0% |
| 7D | -9.0% | +0.6% | -9.7% | -9.5% |
| 30D | -20.5% | +1.3% | -21.8% | -21.8% |
| 3M | -2.6% | -4.1% | +1.5% | +15.6% |
| All | -20.0% | -1.6% | -18.4% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · Available span rolling