+179.3%
IJH vs DHI
+414.5%
-235.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | -1.9% | -3.4% | +1.5% | -0.7% |
| 30D | -4.6% | -5.4% | +0.8% | -2.9% |
| 3M | -1.2% | -10.4% | +9.3% | +2.2% |
| 6M | +9.4% | -2.8% | +12.2% | +9.4% |
| YTD | +13.3% | -3.4% | +16.7% | +13.0% |
| 1Y | +13.4% | -22.9% | +36.3% | +22.0% |
| 3Y | +50.4% | +20.7% | +29.8% | +31.4% |
| 5Y | +49.0% | +62.1% | -13.2% | +12.2% |
| All | +179.3% | +414.5% | -235.2% | +32.6% |
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 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