+136.1%
C vs DHI
+56.7%
+79.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.0% |
| 7D | +0.3% | -6.1% | +6.4% | +1.7% |
| 30D | +2.0% | -10.1% | +12.1% | +4.3% |
| 3M | +4.4% | -7.3% | +11.7% | +5.8% |
| 6M | +28.3% | -6.1% | +34.5% | +29.4% |
| YTD | +20.5% | -5.0% | +25.5% | +20.6% |
| 1Y | +45.5% | -22.1% | +67.7% | +51.9% |
| 3Y | +274.0% | +19.2% | +254.8% | +236.5% |
| 5Y | +136.1% | +59.4% | +76.7% | +82.0% |
| All | +136.1% | +56.7% | +79.5% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling