-21.0%
DHI vs IP
-23.5%
+2.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.1% | +5.4% | +2.4% |
| 7D | -2.3% | -4.6% | +2.2% | -0.6% |
| 30D | -5.3% | -15.3% | +10.0% | +1.3% |
| 3M | -7.8% | +2.7% | -10.4% | -8.7% |
| 6M | -5.4% | -7.4% | +2.0% | -3.5% |
| YTD | -2.7% | -8.8% | +6.1% | -0.9% |
| 1Y | -21.0% | -22.4% | +1.5% | -17.6% |
| All | -21.0% | -23.5% | +2.5% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling