+18,264.8%
DE vs DHI
+12,501.5%
+5,763.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -2.6% | -3.4% | +0.8% | -1.8% |
| 30D | +9.0% | -5.4% | +14.5% | +10.3% |
| 3M | +19.1% | -10.4% | +29.6% | +21.9% |
| 6M | +14.4% | -2.8% | +17.2% | +14.5% |
| YTD | +45.9% | -3.4% | +49.4% | +46.0% |
| 1Y | +43.6% | -22.9% | +66.5% | +50.9% |
| 3Y | +75.9% | +20.7% | +55.2% | +62.8% |
| 5Y | +98.8% | +62.1% | +36.6% | +67.3% |
| 10Y | +861.4% | +410.4% | +451.0% | +499.3% |
| All | +18,264.8% | +12,501.5% | +5,763.3% | +6,551.5% |
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