+73.0%
IBM vs DHI
+19.0%
+54.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | 0.0% | -2.2% |
| 7D | -0.3% | -6.1% | +5.8% | +0.4% |
| 30D | -1.8% | -10.1% | +8.2% | -0.7% |
| 3M | -13.5% | -7.3% | -6.1% | -12.9% |
| 6M | -5.1% | -6.1% | +1.0% | -4.8% |
| YTD | -19.4% | -5.0% | -14.3% | -19.5% |
| 1Y | -6.5% | -22.1% | +15.6% | -4.9% |
| All | +73.0% | +19.0% | +54.0% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling