+66.0%
DHI vs IP
-11.1%
+77.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.4% |
| 7D | +3.1% | 0.0% | +3.0% | +3.1% |
| 30D | +11.0% | +9.4% | +1.6% | +7.3% |
| 3M | +2.1% | -14.1% | +16.1% | +7.9% |
| 6M | +1.7% | +9.2% | -7.5% | -1.8% |
| YTD | +4.9% | -7.5% | +12.4% | +6.3% |
| 1Y | +4.8% | -2.8% | +7.6% | +4.4% |
| 3Y | +25.9% | +21.2% | +4.6% | +5.6% |
| 5Y | +66.0% | -11.5% | +77.4% | +65.0% |
| All | +66.0% | -11.1% | +77.0% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling