+46.6%
DIHP vs SPY
+75.1%
-28.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.9% |
| 7D | -1.9% | -2.7% | +0.8% | +0.1% |
| 30D | -0.8% | -5.4% | +4.6% | +3.3% |
| 3M | -4.5% | -4.1% | -0.4% | -1.5% |
| 6M | -1.5% | +0.7% | -2.2% | -2.2% |
| YTD | +7.2% | +8.7% | -1.5% | +0.6% |
| 1Y | +11.7% | +10.9% | +0.9% | +3.4% |
| 3Y | +52.0% | +75.0% | -23.0% | -2.7% |
| All | +46.6% | +75.1% | -28.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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