+12,945.6%
DHI vs IP
+251.6%
+12,694.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -2.1% |
| 7D | -3.1% | -5.3% | +2.1% | -0.8% |
| 30D | -5.5% | -10.9% | +5.4% | -0.4% |
| 3M | -2.2% | +11.2% | -13.4% | -7.2% |
| 6M | -6.0% | -10.2% | +4.3% | -2.8% |
| YTD | 0.0% | -2.0% | +2.0% | -1.1% |
| 1Y | -18.2% | -19.1% | +0.9% | -12.4% |
| 3Y | +22.5% | +20.9% | +1.7% | +3.7% |
| 5Y | +58.4% | -17.8% | +76.2% | +57.7% |
| 10Y | +405.2% | +23.5% | +381.7% | +292.6% |
| All | +12,945.6% | +251.6% | +12,694.0% | +5,764.8% |
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