What to do about a neighbor’s house?

We live near a house where there’s constant entry – or at least doorbell and knocking – at all hours. 10am, 10pm, 4am. ┬áIt’s hard not to be suspicious. (And frankly it wakes us up at those early morning hours.) I am a bit worried about reporting anything to the police as I don’t want any retribution to happen to our home. How does the police handle these things? What do you all recommend I do?