+6.1%
DHI vs IDXX
-5.1%
+11.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.7% |
| 7D | +4.3% | +22.6% | -18.3% | -3.6% |
| 30D | +14.3% | +33.4% | -19.2% | +1.9% |
| 3M | +4.3% | +14.6% | -10.3% | -0.9% |
| 6M | +2.7% | +16.7% | -14.0% | -3.4% |
| YTD | +6.7% | -0.1% | +6.7% | +5.5% |
| 1Y | +6.1% | -5.3% | +11.4% | +8.5% |
| All | +6.1% | -5.1% | +11.2% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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 · 6 months rolling