+2,374.0%
IBM vs DHI
+12,596.5%
-10,222.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +3.6% | -2.3% | +5.9% | +3.9% |
| 30D | +1.5% | -5.3% | +6.8% | +2.3% |
| 3M | -12.9% | -7.8% | -5.1% | -12.1% |
| 6M | -3.9% | -5.4% | +1.5% | -3.5% |
| YTD | -17.3% | -2.7% | -14.7% | -17.5% |
| 1Y | -5.0% | -21.0% | +16.0% | -2.5% |
| 3Y | +78.2% | +22.2% | +56.0% | +68.4% |
| 5Y | +120.6% | +62.2% | +58.4% | +96.2% |
| 10Y | +144.5% | +414.3% | -269.8% | +78.6% |
| All | +2,374.0% | +12,596.5% | -10,222.5% | +1,153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling