+143.8%
IBM vs DHI
+414.5%
-270.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.2% | +3.6% |
| 7D | +3.6% | -3.4% | +7.0% | +4.4% |
| 30D | +3.1% | -5.4% | +8.5% | +4.3% |
| 3M | -10.8% | -10.4% | -0.4% | -9.1% |
| 6M | -0.8% | -2.8% | +2.0% | -0.8% |
| YTD | -16.2% | -3.4% | -12.8% | -16.5% |
| 1Y | -2.9% | -22.9% | +20.0% | +1.3% |
| 3Y | +79.8% | +20.7% | +59.2% | +63.7% |
| 5Y | +124.9% | +62.1% | +62.8% | +83.3% |
| All | +143.8% | +414.5% | -270.7% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling