+59.6%
DHI vs IP
-17.3%
+77.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -8.3% | -11.2% | +2.9% | -4.2% |
| 3M | -3.7% | +12.3% | -16.0% | -7.8% |
| 6M | -5.4% | -5.2% | -0.1% | -4.5% |
| YTD | -3.0% | -4.0% | +1.0% | -2.9% |
| 1Y | -23.8% | -19.2% | -4.6% | -19.5% |
| 3Y | +21.8% | +20.3% | +1.5% | +4.0% |
| 5Y | +59.6% | -17.5% | +77.1% | +55.7% |
| All | +59.6% | -17.3% | +77.0% | +55.7% |
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