+292.4%
C vs DHI
+414.5%
-122.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | +0.8% | -3.4% | +4.2% | +1.9% |
| 30D | +0.9% | -5.4% | +6.3% | +2.6% |
| 3M | +1.1% | -10.4% | +11.5% | +4.2% |
| 6M | +28.4% | -2.8% | +31.2% | +28.4% |
| YTD | +20.8% | -3.4% | +24.2% | +20.2% |
| 1Y | +43.4% | -22.9% | +66.4% | +53.4% |
| 3Y | +274.9% | +20.7% | +254.2% | +224.0% |
| 5Y | +136.7% | +62.1% | +74.5% | +73.7% |
| All | +292.4% | +414.5% | -122.1% | +67.6% |
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 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