+414.3%
DHI vs IP
+15.7%
+398.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.1% | +5.4% | +2.5% |
| 7D | -2.3% | -4.6% | +2.2% | -0.5% |
| 30D | -5.3% | -15.3% | +10.0% | +1.6% |
| 3M | -7.8% | +2.7% | -10.4% | -9.2% |
| 6M | -5.4% | -7.4% | +2.0% | -3.6% |
| YTD | -2.7% | -8.8% | +6.1% | -0.7% |
| 1Y | -21.0% | -22.4% | +1.5% | -14.1% |
| 3Y | +22.2% | +14.2% | +8.0% | +5.2% |
| 5Y | +62.2% | -21.8% | +84.0% | +65.0% |
| 10Y | +414.3% | +18.3% | +396.0% | +279.4% |
| All | +414.3% | +15.7% | +398.6% | +279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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