+50.4%
IJH vs DHI
+21.1%
+29.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -1.9% | -3.4% | +1.5% | -1.0% |
| 30D | -4.6% | -5.4% | +0.8% | -3.3% |
| 3M | -1.2% | -10.4% | +9.3% | +1.3% |
| 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% | +19.7% |
| 3Y | +50.4% | +20.7% | +29.8% | +30.1% |
| All | +50.4% | +21.1% | +29.4% | +30.1% |
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 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