+4,100.7%
DHR vs IJH
+1,045.0%
+3,055.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.4% |
| 7D | -5.0% | -2.5% | -2.5% | -3.2% |
| 30D | -3.3% | -5.0% | +1.7% | +0.5% |
| 3M | +9.4% | +0.5% | +8.9% | +8.7% |
| 6M | +3.2% | +8.2% | -5.1% | -3.2% |
| YTD | -12.0% | +12.5% | -24.5% | -19.8% |
| 1Y | +4.9% | +14.4% | -9.5% | -5.7% |
| 3Y | -7.4% | +49.5% | -56.9% | -32.2% |
| 5Y | -29.8% | +47.8% | -77.6% | -48.5% |
| 10Y | +209.1% | +180.4% | +28.7% | +30.1% |
| All | +4,100.7% | +1,045.0% | +3,055.7% | +464.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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