-10.0%
DHR vs IP
-13.5%
+3.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | 0.0% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | +3.7% | +7.9% | -4.2% | +1.4% |
| 3M | +14.5% | -15.3% | +29.8% | +19.7% |
| 6M | +40.9% | +10.5% | +30.4% | +35.5% |
| YTD | +2.4% | -9.4% | +11.8% | +3.3% |
| 1Y | +6.1% | -4.6% | +10.8% | +5.3% |
| 3Y | +21.0% | +21.2% | -0.2% | +5.7% |
| All | -10.0% | -13.5% | +3.5% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling