+123.0%
IBM vs DHI
+61.2%
+61.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.2% | +3.7% |
| 7D | +3.6% | -3.4% | +7.0% | +4.0% |
| 30D | +3.1% | -5.4% | +8.5% | +3.8% |
| 3M | -10.8% | -10.4% | -0.4% | -9.8% |
| 6M | -0.8% | -2.8% | +2.0% | -0.8% |
| YTD | -16.2% | -3.4% | -12.8% | -16.4% |
| 1Y | -2.9% | -22.9% | +20.0% | -0.5% |
| 3Y | +79.8% | +20.7% | +59.2% | +69.5% |
| All | +123.0% | +61.2% | +61.8% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling