+201.4%
B vs DHI
+414.5%
-213.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | -2.4% | -3.4% | +1.0% | -1.8% |
| 30D | +6.3% | -5.4% | +11.8% | +7.3% |
| 3M | +12.1% | -10.4% | +22.6% | +14.0% |
| 6M | -3.1% | -2.8% | -0.3% | -2.9% |
| YTD | +2.0% | -3.4% | +5.4% | +2.1% |
| 1Y | +51.7% | -22.9% | +74.6% | +56.8% |
| 3Y | +190.5% | +20.7% | +169.8% | +174.9% |
| 5Y | +158.0% | +62.1% | +95.8% | +128.3% |
| All | +201.4% | +414.5% | -213.1% | +113.1% |
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 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