+13,377.9%
DHI vs IP
+227.3%
+13,150.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -0.9% |
| 7D | -6.1% | -2.8% | -3.3% | -4.9% |
| 30D | +9.8% | +9.2% | +0.6% | +5.5% |
| 3M | -2.2% | -16.1% | +13.9% | +5.6% |
| 6M | +2.0% | +9.6% | -7.5% | -2.7% |
| YTD | +3.3% | -8.8% | +12.1% | +5.3% |
| 1Y | +1.5% | -5.5% | +7.1% | +1.9% |
| 3Y | +24.0% | +19.6% | +4.4% | +5.3% |
| 5Y | +61.2% | -13.5% | +74.7% | +56.7% |
| 10Y | +503.7% | +22.4% | +481.2% | +370.2% |
| All | +13,377.9% | +227.3% | +13,150.6% | +6,145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling