+29.4%
B vs DHI
+9.6%
+19.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.1% | +0.2% | +5.9% |
| 7D | +1.1% | +9.8% | -8.7% | -1.6% |
| 30D | +0.3% | +17.8% | -17.5% | -4.5% |
| 3M | +5.4% | +4.7% | +0.7% | +3.5% |
| 6M | +5.5% | +10.0% | -4.5% | +2.0% |
| YTD | -6.3% | +10.0% | -16.3% | -9.6% |
| 1Y | +29.4% | +9.1% | +20.2% | +26.6% |
| All | +29.4% | +9.6% | +19.7% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling