-27.3%
DHR vs IP
-17.2%
-10.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.2% |
| 7D | -3.9% | -5.3% | +1.4% | -2.4% |
| 30D | +4.0% | -10.9% | +14.9% | +7.3% |
| 3M | +11.5% | +11.2% | +0.3% | +7.5% |
| 6M | +1.9% | -10.2% | +12.1% | +4.0% |
| YTD | -8.9% | -2.0% | -6.9% | -9.9% |
| 1Y | +5.1% | -19.1% | +24.2% | +9.7% |
| 3Y | -10.3% | +20.9% | -31.1% | -20.2% |
| All | -27.3% | -17.2% | -10.1% | -32.0% |
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