+19.9%
DHR vs IP
+13.9%
+5.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -0.9% | -5.1% | +4.2% | +0.3% |
| 30D | +5.4% | +8.5% | -3.1% | +3.3% |
| 3M | +15.3% | -13.8% | +29.2% | +19.1% |
| 6M | +32.1% | +5.7% | +26.4% | +29.4% |
| YTD | +1.2% | -9.1% | +10.3% | +2.0% |
| 1Y | +10.1% | -0.8% | +10.9% | +8.6% |
| 3Y | +19.9% | +14.8% | +5.1% | +20.7% |
| All | +19.9% | +13.9% | +5.9% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling