+442.7%
B vs DHI
+12,556.3%
-12,113.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.2% |
| 7D | +2.3% | -2.0% | +4.4% | +2.5% |
| 30D | +1.4% | -8.3% | +9.7% | +2.0% |
| 3M | +12.2% | -3.7% | +15.9% | +12.4% |
| 6M | -2.1% | -5.4% | +3.3% | -1.8% |
| YTD | +2.9% | -3.0% | +5.9% | +3.0% |
| 1Y | +55.3% | -23.8% | +79.2% | +57.8% |
| 3Y | +198.7% | +21.8% | +176.9% | +192.1% |
| 5Y | +153.8% | +59.6% | +94.2% | +142.1% |
| 10Y | +193.4% | +391.2% | -197.8% | +158.3% |
| All | +442.7% | +12,556.3% | -12,113.6% | +336.8% |
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