-2.5%
IBM vs DHI
-16.9%
+14.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -0.3% | -3.1% | +2.9% | 0.0% |
| 30D | +0.3% | -5.5% | +5.7% | +0.8% |
| 3M | -21.6% | -2.2% | -19.4% | -21.7% |
| 6M | -4.7% | -6.0% | +1.3% | -5.5% |
| YTD | -19.1% | 0.0% | -19.1% | -20.5% |
| 1Y | -2.5% | -18.2% | +15.7% | -6.2% |
| All | -2.5% | -16.9% | +14.4% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling