-8.7%
DHR vs IP
+21.5%
-30.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.1% |
| 7D | -3.9% | -5.3% | +1.4% | -2.7% |
| 30D | +4.0% | -10.9% | +14.9% | +6.7% |
| 3M | +11.5% | +11.2% | +0.3% | +8.3% |
| 6M | +1.9% | -10.2% | +12.1% | +3.6% |
| YTD | -8.9% | -2.0% | -6.9% | -9.6% |
| 1Y | +5.1% | -19.1% | +24.2% | +8.7% |
| All | -8.7% | +21.5% | -30.2% | -9.2% |
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