+1,054.0%
IJH vs DHI
+5,217.6%
-4,163.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -1.9% | -3.4% | +1.5% | -0.9% |
| 30D | -4.6% | -5.4% | +0.8% | -3.2% |
| 3M | -1.2% | -10.4% | +9.3% | +1.6% |
| 6M | +9.4% | -2.8% | +12.2% | +9.5% |
| YTD | +13.3% | -3.4% | +16.7% | +13.2% |
| 1Y | +13.4% | -22.9% | +36.3% | +20.4% |
| 3Y | +50.4% | +20.7% | +29.8% | +36.6% |
| 5Y | +49.0% | +62.1% | -13.2% | +21.8% |
| 10Y | +182.6% | +410.4% | -227.8% | +60.4% |
| All | +1,054.0% | +5,217.6% | -4,163.6% | +162.4% |
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